An estimator of the tail index based on increment ratio statistics (Q1044758)
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scientific article; zbMATH DE number 5647871
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An estimator of the tail index based on increment ratio statistics |
scientific article; zbMATH DE number 5647871 |
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An estimator of the tail index based on increment ratio statistics (English)
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15 December 2009
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central limit theorem
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domain of attraction
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increment ratio statistic
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tail index
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