Sequential monitoring of the tail behavior of dependent data (Q729715)

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scientific article; zbMATH DE number 6668065
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Sequential monitoring of the tail behavior of dependent data
scientific article; zbMATH DE number 6668065

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    Sequential monitoring of the tail behavior of dependent data (English)
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    22 December 2016
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    sequential monitoring
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    change point
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    \(\beta\)-mixing
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    tail index
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    extreme quantiles
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    functional central limit theorem
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