Weighted approximations of tail processes for \(\beta\)-mixing random variables. (Q1872492): Difference between revisions
From MaRDI portal
Revision as of 14:59, 5 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Weighted approximations of tail processes for \(\beta\)-mixing random variables. |
scientific article |
Statements
Weighted approximations of tail processes for \(\beta\)-mixing random variables. (English)
0 references
6 May 2003
0 references
ARCH-process
0 references
dependent
0 references
extreme value index
0 references
Hill estimator
0 references
invariance principle
0 references
statistical tail functional
0 references
stochastic difference equation
0 references
tail empirical distribution function
0 references
tail empirical quantile function
0 references
time series
0 references
0 references
0 references