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20132026
most citedThe scale functions kit for first passage problems of spectrally negative Levy processes, and applications to the optimization of dividends

25 citations · 87 across the 17 of their papers we have counts for

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stat.ME2013

Asymptotic Properties of the Partition Function and Applications in Tail Index Inference of Heavy-Tailed Data

Danijel Grahovac, Mofei Jia, Nikolai N. Leonenko +1

The so-called partition function is a sample moment statistic based on blocks of data and it is often used in the context of multifractal processes. It will be shown that its behav…