Consistent estimation of the tail index for dependent data

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Publication:613172

DOI10.1016/j.spl.2010.08.009zbMath1202.62065OpenAlexW2093784261MaRDI QIDQ613172

Ana Cristina Moreira Freitas, Margarida Brito

Publication date: 20 December 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.08.009




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