On asymptotic normality of the hill estimator

DOI10.1080/15326349808807504zbMath1002.60519OpenAlexW2024139053MaRDI QIDQ4208822

Laurens De Haan, Sidney I. Resnick

Publication date: 9 January 2003

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349808807504

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Foundations of stochastic processes (60G05)

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