Consistency of Hill's estimator for dependent data (Q4833724)

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scientific article; zbMATH DE number 757568
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Consistency of Hill's estimator for dependent data
scientific article; zbMATH DE number 757568

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    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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