On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549)
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scientific article; zbMATH DE number 5541771
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation |
scientific article; zbMATH DE number 5541771 |
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On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (English)
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8 April 2009
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functional central limit theorem
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tail arrays
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tail empirical process
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extremal near epoch dependence
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hill estimator
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tail quantile process
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tail dependence
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