DOI10.1016/j.nonrwa.2007.05.011zbMath1154.91612MaRDI QIDQ1003235
J. Martínez
Publication date: 27 February 2009 Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1016/j.nonrwa.2007.05.011
zbMATH Keywords
extreme value analysis; multiple structural changes; tail-index
Mathematics Subject Classification ID
62G32: Statistics of extreme values; tail inference
91B84: Economic time series analysis