A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491)
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scientific article; zbMATH DE number 6485073
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes |
scientific article; zbMATH DE number 6485073 |
Statements
A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (English)
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24 September 2015
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extreme value index
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conditional extremes
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heteroscedastic extremes
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consistency
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