A supermartingale argument for characterizing the functional Hill process weak law for small parameters (Q1678533)
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English | A supermartingale argument for characterizing the functional Hill process weak law for small parameters |
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A supermartingale argument for characterizing the functional Hill process weak law for small parameters (English)
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17 November 2017
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supermartingale
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functional Hill process
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extreme value theory
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