AVVISO di SEMINARIO
Title: Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data.
Prof. N.N. Leonenko
School of Mathematics, Cardiff University, UK
Abstract: Heavy tailed distributions are of considerable importance in modelling a wide range of phenomena in finance geology, hydrology, physics, queuing theory and telecommunication. We develop a new method for estimating unknown tail index for independent and dependent data. Our estimator is based on a variant of statistics sometimes called empirical structure function or partition function.
Joint work with D. Grahovac (Osijek University, Croatia) and M. Taqqu (Boston University, USA).
Il seminario si terrà il giorno 8 Ottobre 2018 ore 15:30 nella Aula C primo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli.