Hill's estimator for the tail index of an ARMA model (Q1877836)

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Hill's estimator for the tail index of an ARMA model
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    Hill's estimator for the tail index of an ARMA model (English)
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    19 August 2004
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    ARMA model
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    Hill's estimator
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    Optimal sample fraction
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    Regularly varying
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    Tail index
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