"Spliced Binned-Pareto Distribution for Robust Modeling of Heavy-tailed ..."

Elena Ehrlich, Laurent Callot, François-Xavier Aubet (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-07-01

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2106-10952
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  - https://dblp.org/rec/journals/corr/abs-2106-10952
Elena Ehrlich, Laurent Callot, François-Xavier Aubet:
Spliced Binned-Pareto Distribution for Robust Modeling of Heavy-tailed Time Series. CoRR abs/2106.10952 (2021)

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