Consistency of the Hill estimator for time series observed with measurement errors (Q5111854)
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scientific article; zbMATH DE number 7205130
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| English | Consistency of the Hill estimator for time series observed with measurement errors |
scientific article; zbMATH DE number 7205130 |
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Consistency of the Hill Estimator for Time Series Observed with Measurement Errors (English)
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27 May 2020
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Hill estimator
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measurement error
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regular variation
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0.7883448600769043
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0.7834526896476746
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0.7697076797485352
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0.7631409764289856
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