Sample Quantiles of Heavy Tailed Stochastic Processes

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http://hdl.handle.net/1813/9031
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Author
Embrechts, P.; Samorodnitsky, G.
Abstract
This paper to appear in Mathematica Scandinavica
Date Issued
1996-01
Publisher
Cornell University Operations Research and Industrial Engineering
Subject
Operations Research; Industrial Engineering; technical report
Previously Published As
1147
Type
Technical Report

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