Tail index estimation for dependent data (Q1296719)
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scientific article; zbMATH DE number 1319908
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| English | Tail index estimation for dependent data |
scientific article; zbMATH DE number 1319908 |
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Tail index estimation for dependent data (English)
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2 August 1999
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The authors extend results from independent to dependent structures, concerning the consistency of the Hill estimator for the tail-index.
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Hill estimator
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tail index
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dependent processes
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