Dieter Schell

On Robust Tail Index Estimation and Related Topics

Dieter Schell, 2013 .

On robust tail index estimation for linear long‐memory processes

J. Beran, B. Das, Dieter Schell, 2012 .

On least squares estimation for long-memory lattice processes

Jan Beran, Sucharita Ghosh, Dieter Schell, 2009, J. Multivar. Anal..

The harmonic moment tail index estimator: asymptotic distribution and robustness

Jan Beran, Milan Stehlík, M. Stehlík, 2014 .

On robust tail index estimation

Jan Beran, Dieter Schell, J. Beran, 2012, Comput. Stat. Data Anal..