# Search results for: Abdelhakim Necir

Journal of Statistical Theory and Practice > 2019 > 13 > 1 > 1-33

Statistics & Probability Letters > 2016 > 119 > C > 186-193

Statistics and Probability Letters > 2015 > 107 > Complete > 378-384

Journal of Statistical Planning and Inference > 2013 > 143 > 6 > 1064-1081

Statistical Methodology > 2012 > 9 > 4 > 467-477

Insurance Mathematics and Economics > 2011 > 49 > 3 > 325-334

Insurance Mathematics and Economics > 2009 > 45 > 1 > 49-58

Methodology and Computing in Applied Probability > 2007 > 9 > 4 > 557-572

*α*of a Lévy-stable law

*S*

_{ α }(

*σ*,

*β*,

*μ*) was thoroughly studied as the extreme value index of a heavy tailed distribution. For 1 <

*α*< 2, Peng (Statist. Probab. Lett. 52: 255–264, 2001) has proposed, via the extreme value approach, an asymptotically normal estimator for the location parameter

*μ*. In this paper, we derive by the same approach, an estimator for the scale...

Journal of Statistical Planning and Inference > 2006 > 136 > 3 > 780-802

Methodology and Computing in Applied Probability > 2006 > 8 > 3 > 321-343

*Stat. Probab. Lett.*, 52:255–264, 2001] of the mean of heavy-tailed distributions. Our main motivation comes from applications to financial data, and in particular to sequential control of daily asset...