Rate of convergence for the generalized pareto approximation of the excesses

Authors
Raoult, J-P Worms, R.
Citation
Raoult, J-p et R. Worms,, Rate of convergence for the generalized pareto approximation of the excesses, Advances in applied probability , 35(2), 2003, pp. 1007-1027
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
35
Issue
2
Year of publication
2003
Pages
1007 - 1027
Database
ACNP
SICI code