Consistency of the Hill Estimator for Time Series Observed with Measurement Errors (Q5111854): Difference between revisions

@@ Property / DOI @@
-.1111/jtsa.12515
@@ Property / DOI: 10.1111/jtsa.12515 / rank @@
-Normal rank
@@ Property / author @@
-Piotr S. Kokoszka
@@ Property / author: Piotr S. Kokoszka / rank @@
-Normal rank
@@ Property / author @@
+Piotr S. Kokoszka
@@ Property / author: Piotr S. Kokoszka / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/jtsa.12515
+Normal rank
@@ Property / OpenAlex ID @@
+W2990925733
@@ Property / OpenAlex ID: W2990925733 / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis.
+Normal rank
@@ Property / cites work @@
+Estimation for non-negative time series with heavy-tail innovations
+Normal rank
@@ Property / cites work @@
+Limit theory for bilinear processes with heavy-tailed noise
+Normal rank
@@ Property / cites work @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Estimating the endpoint of a distribution in the presence of additive observation errors
+Normal rank
@@ Property / cites work @@
+Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
+Normal rank
@@ Property / cites work @@
+Estimating a Changepoint, Boundary, or Frontier in the Presence of Observation Error
+Normal rank
@@ Property / cites work @@
+On tail index estimation using dependent data
@@ Property / cites work: On tail index estimation using dependent data / rank @@
+Normal rank
@@ Property / cites work @@
+Frontier estimation in the presence of measurement error with unknown variance
+Normal rank
@@ Property / cites work @@
+Laws of large numbers for sums of extreme values
@@ Property / cites work: Laws of large numbers for sums of extreme values / rank @@
+Normal rank
@@ Property / cites work @@
+A strong invariance theorem for the tail empirical process
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank
@@ Property / cites work @@
+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency of Hill's estimator for dependent data
+Normal rank
@@ Property / cites work @@
+Tail index estimation for dependent data
@@ Property / cites work: Tail index estimation for dependent data / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency of Hill estimators in a linear preferential attachment model
+Normal rank
@@ Property / cites work @@
+Hidden semi-Markov models
@@ Property / cites work: Hidden semi-Markov models / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q126669839
@@ Property / Wikidata QID: Q126669839 / rank @@
+Normal rank
@@ Property / DOI @@
+.1111/JTSA.12515
@@ Property / DOI: 10.1111/JTSA.12515 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5111854