Weighted approximations of tail processes for \(\beta\)-mixing random variables. (Q1872492): Difference between revisions
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Latest revision as of 11:37, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted approximations of tail processes for \(\beta\)-mixing random variables. |
scientific article |
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Weighted approximations of tail processes for \(\beta\)-mixing random variables. (English)
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6 May 2003
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ARCH-process
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dependent
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extreme value index
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Hill estimator
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invariance principle
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statistical tail functional
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stochastic difference equation
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tail empirical distribution function
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tail empirical quantile function
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time series
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