Séminaire Mathématique de Béjaia
Volume 9, Numéro 1, Pages 45-51
2010-12-31

Some Statistical Aspects To Take Into Account When Studying Strong Stability Of Stochastic Models

Authors : Bareche Aicha .

Abstract

The aim of this work is to review and revisit some statistical techniques and to discuss their application to some stochastic models in the strong stability approximation sense.

Keywords

Strong stability, Boundary kernel estimation, Heavy-tailed distribution, Quantile estimation, Risk measure.