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scientific article
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scientific article

    Statements

    author
    Mami Tawfiq Fawzi
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    Ouadjed Hakim
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    publication date
    13 July 2016
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    zbMATH Keywords
    autoregressive processes
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    tail index estimation
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    asymptotic normality
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    extreme value theory
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    Identifiers

    Mathematics Subject Classification ID
    60F05
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    62G05
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    62G32
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    60G70
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    zbMATH DE Number
    6603212
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