Extremes of Shepp statistics for Gaussian random walk Dmitrii Zholud OriginalPaper 05 June 2008 Pages: 1 - 17
The mixing advantage is less than 2 Kais HamzaPeter JagersDaniel Tokarev OriginalPaper 11 July 2008 Pages: 19 - 31
Testing for a multivariate generalized Pareto distribution M. FalkR. Michel OriginalPaper 05 July 2008 Pages: 33 - 51
A hybrid Pareto model for asymmetric fat-tailed data: the univariate case Julie CarreauYoshua Bengio OriginalPaper 30 August 2008 Pages: 53 - 76
On average losses in the ruin problem with fractional Brownian motion as input Patrick BoulongneDaniel Pierre-Loti-ViaudVladimir Piterbarg OriginalPaper 09 September 2008 Pages: 77 - 91
Generalizing the Pareto to the log-Pareto model and statistical inference Ulf CormannRolf-Dieter Reiss OriginalPaper 16 September 2008 Pages: 93 - 105