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Showing 2009Show all
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math.ST2009★ 19 cited
Test for tail index change in stationary time series with Pareto-type marginal distribution
Moosup Kim, Sangyeol Lee
The tail index, indicating the degree of fatness of the tail distribution, is an important component of extreme value theory since it dominates the asymptotic distribution of extre…
math.AG2009★ 2 cited
A wall crossing formula of Donaldson-Thomas invariants without Chern-Simons functional
Young-Hoon Kiem, Jun Li
We prove a wall crossing formula of Donaldson-Thomas type invariants without Chern-Simons functionals.