A moving window approach for nonparametric estimation of the conditional tail index (Q957320): Difference between revisions

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Revision as of 20:28, 28 June 2024

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A moving window approach for nonparametric estimation of the conditional tail index
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    A moving window approach for nonparametric estimation of the conditional tail index (English)
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    27 November 2008
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    conditional tail index
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    extreme values
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    nonparametric estimation
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    moving window
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