Hill's estimator under weak dependence (Q4588908)
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scientific article; zbMATH DE number 6802802
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hill's estimator under weak dependence |
scientific article; zbMATH DE number 6802802 |
Statements
Hill's estimator under weak dependence (English)
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3 November 2017
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Hill estimator
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linear process
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regularly varying function
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tail index
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weak dependence
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0.90414995
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0.8982742
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0.88999915
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