Consistency of Hill's estimator for dependent data (Q4833724): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Sidney I. Resnick / rank | |||
| Property / author | |||
| Property / author: Cătălin Stărică / rank | |||
| Property / author | |||
| Property / author: Sidney I. Resnick / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Cătălin Stărică / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: ITSM / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2036571875 / rank | |||
Normal rank | |||
Latest revision as of 19:02, 19 March 2024
scientific article; zbMATH DE number 757568
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency of Hill's estimator for dependent data |
scientific article; zbMATH DE number 757568 |
Statements
Consistency of Hill's estimator for dependent data (English)
0 references
23 May 1995
0 references
autoregressive process
0 references
heavy tails
0 references
infinite-order moving average process
0 references
tail empirical process
0 references
time series
0 references
