Estimating the Heavy Tail Index from Scaling Properties

• 1 January 1999
• journal article
• Published by Springer Nature in Methodology and Computing in Applied Probability
• Vol. 1  (1) , 55-79
• https://doi.org/10.1023/a:1010012224103

Abstract

Keywords

• HEAVY TAILED
• SCALING PROPERTIES
• SCALING ESTIMATOR
• TAIL INDEX
• BEHAVIOR
• ENCOUNTERED
• SUMS
• TELECOMMUNICATION