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Consistent estimation of the tail index for dependent data - MaRDI portal

Consistent estimation of the tail index for dependent data (Q613172)

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scientific article; zbMATH DE number 5828041
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Consistent estimation of the tail index for dependent data
scientific article; zbMATH DE number 5828041

    Statements

    Consistent estimation of the tail index for dependent data (English)
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    20 December 2010
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    consistency
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    mixing conditions
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    order statistics
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    parameter estimation
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    tail indices
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