Incomplete samples and tail estimation for stationary sequences

MaRDI QIDQ3070667zbMATH OpenFDO

Authors Pavle Mladenović, I. Ilić

Publication date 26 January 2011

zbMATH Keywords

Hill's estimatorindex of regular variationmissing observationsweak dependence

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

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(6)

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