Consistency of Hill's estimator for dependent data (Q4833724)
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scientific article; zbMATH DE number 757568
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency of Hill's estimator for dependent data |
scientific article; zbMATH DE number 757568 |
Statements
Consistency of Hill's estimator for dependent data (English)
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23 May 1995
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autoregressive process
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heavy tails
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infinite-order moving average process
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tail empirical process
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time series
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