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Latest revision as of 20:13, 10 July 2024

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A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes
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    A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (English)
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    24 September 2015
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    extreme value index
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    conditional extremes
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    heteroscedastic extremes
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    consistency
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