Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348): Difference between revisions
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Revision as of 23:55, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adapting extreme value statistics to financial time series: dealing with bias and serial dependence |
scientific article |
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20
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2
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321-354
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6 January 2016
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23 May 2016
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Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (English)
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Hill estimator
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bias correction
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\(\beta\)-mixing condition
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tail quantile process
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