Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G32
@@ Property / Mathematics Subject Classification ID: 62G32 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 60G70 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6583717
@@ Property / zbMATH DE Number: 6583717 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Hill estimator
@@ Property / zbMATH Keywords: Hill estimator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+bias correction
@@ Property / zbMATH Keywords: bias correction / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+\(\beta\)-mixing condition
@@ Property / zbMATH Keywords: \(\beta\)-mixing condition / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+tail quantile process
@@ Property / zbMATH Keywords: tail quantile process / rank @@
+Normal rank

Revision as of 20:01, 27 June 2023