Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861)

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Test for tail index change in stationary time series with Pareto-type marginal distribution
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    Test for tail index change in stationary time series with Pareto-type marginal distribution (English)
    15 November 2010
    autoregressive process
    change point test
    cusum test
    extreme value theory
    Hill's estimator
    mixing condition
    tail index
    tail sequential process
    tables

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