scientific article; zbMATH DE number 1301879
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Publication:4247105
zbMath0954.62107MaRDI QIDQ4247105
Publication date: 18 February 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
independencelinear programmingweak convergenceconsistencytime seriesregular variationheavy tailsplotsautoregressive processesPoisson processesHill estimatorsample correlationsinfinite order moving average models
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32) Graphical methods in statistics (62A09)
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