Tail index estimation for dependent data
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Publication:1296719
DOI10.1214/AOAP/1028903376zbMATH Open0942.60037OpenAlexW1975735312MaRDI QIDQ1296719FDOQ1296719
Authors: Cătălin Stărică, Sidney I. Resnick 
Publication date: 2 August 1999
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1028903376
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Cited In (50)
- On uniform confidence intervals for the tail index and the extreme quantile
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