Consistency of the Hill Estimator for Time Series Observed with Measurement Errors (Q5111854): Difference between revisions

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+Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis.
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+Estimation for non-negative time series with heavy-tail innovations
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+Limit theory for bilinear processes with heavy-tailed noise
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+Q5485944
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Estimating the endpoint of a distribution in the presence of additive observation errors
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+Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
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+Estimating a Changepoint, Boundary, or Frontier in the Presence of Observation Error
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+On tail index estimation using dependent data
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+Frontier estimation in the presence of measurement error with unknown variance
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+Laws of large numbers for sums of extreme values
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+A strong invariance theorem for the tail empirical process
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+Q3771297
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+Heavy-Tail Phenomena
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+Consistency of Hill's estimator for dependent data
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+Tail index estimation for dependent data
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+Consistency of Hill estimators in a linear preferential attachment model
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+Hidden semi-Markov models
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