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20062026
most citedErgodic properties of sum- and max-stable stationary random fields via null and positive group actions

32 citations · 121 across the 34 of their papers we have counts for

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math.ST2006★ 7 cited

Estimating heavy-tail exponents through max self-similarity

Stilian A. Stoev, George Michailidis, Murad S. Taqqu

In this paper, a novel approach to the problem of estimating the heavy-tail exponent alpha>0 of a distribution is proposed. It is based on the fact that block-maxima of size m of t…