On consistency of the likelihood moment estimators for a linear process with regularly varying innovations (Q2363665)

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On consistency of the likelihood moment estimators for a linear process with regularly varying innovations
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    On consistency of the likelihood moment estimators for a linear process with regularly varying innovations (English)
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    25 July 2017
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    generalized Pareto distribution
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    linear processes
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    heavy-tailed data
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    likelihood moment estimators
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    consistency
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