Estimating the parameters of rare events

DOI10.1016/0304-4149(91)90064-JzbMath0722.62021MaRDI QIDQ756321

Tailen Hsing

Publication date: 1991

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

tail probabilitylimit theoremweak consistencyextremal indexstrong consistencyextreme order statisticsclustering of indicesdependent stationary sequence of random variablesmodeling of extremes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Order statistics; empirical distribution functions (62G30) Inference from stochastic processes (62M99)

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