Hill estimator and extreme quantile estimator for functionals of approximated stochastic processes (Q6442964)
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scientific article; zbMATH DE number 900599100
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| English | Hill estimator and extreme quantile estimator for functionals of approximated stochastic processes |
scientific article; zbMATH DE number 900599100 |
Statements
7 July 2023
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math.ST
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math.PR
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stat.TH
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