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Dieter Schell
Dieter Schell
PhD in Mathematics, University of Konstanz
Verified email at uni-konstanz.de
Title
Cited by
Cited by
Year
The harmonic moment tail index estimator: asymptotic distribution and robustness
J Beran, D Schell, M Stehlík
Annals of the Institute of Statistical Mathematics 66, 193-220, 2014
1292014
On least squares estimation for long-memory lattice processes
J Beran, S Ghosh, D Schell
Journal of Multivariate Analysis 100 (10), 2178-2194, 2009
472009
On robust tail index estimation
J Beran, D Schell
Computational Statistics & Data Analysis 56 (11), 3430-3443, 2012
452012
On robust tail index estimation for linear long‐memory processes
J Beran, B Das, D Schell
Journal of Time Series Analysis 33 (3), 406-423, 2012
122012
Supplementory material The Harmonic Moment Tail Index Estimator: asymptotic distribution and robustness
J Beran, D Schell, M Stehlık
2013
On Robust Tail Index Estimation and Related Topics
D Schell
2013
On a Simple Class of Robust Tail Index Estimators
D Schell
Statistics, Science, and Society: New Challenges and Opportunities: 2013 …, 2012
2012
Robust Estimation of Pareto-type Distributions
D Schell
Verlag nicht ermittelbar, 2008
2008
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