Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence (Q907360)
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scientific article; zbMATH DE number 6535203
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| English | Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence |
scientific article; zbMATH DE number 6535203 |
Statements
Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence (English)
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25 January 2016
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shot noise
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heavy tail
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regular variation
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von Mises condition
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second-order regularly varying
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higher-order expansion
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tail index
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Hill's estimator
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0.776626706123352
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0.7717243432998657
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0.7717243432998657
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