Pages that link to "Item:Q613172"
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The following pages link to Consistent estimation of the tail index for dependent data (Q613172):
Displaying 13 items.
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- On tail index estimation using a sample with missing observations (Q433581) (← links)
- Interval estimation for a measure of tail dependence (Q495494) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- On tail index estimation using dependent data (Q1178953) (← links)
- Simple tail index estimation for dependent and heterogeneous data with missing values (Q1729814) (← links)
- Inference on heavy tails from dependent data (Q1876387) (← links)
- Estimation of the tail index in the max-aggregation scheme (Q1943761) (← links)
- Local-maximum-based tail index estimator (Q2257586) (← links)
- A consistent estimator for skewness of partial sums of dependent data (Q2658002) (← links)
- (Q3433264) (← links)
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
