Inference on heavy tails from dependent data
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Publication:1876387
zbMath1045.62045MaRDI QIDQ1876387
Publication date: 6 September 2004
Published in: Siberian Advances in Mathematics (Search for Journal in Brave)
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point estimation (62F10) Statistics of extreme values; tail inference (62G32)
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Truncated estimation of ratio statistics with application to heavy tail distributions ⋮ On Gebelein's correlation coefficient ⋮ Evaluating currency risk in emerging markets ⋮ Some aspects of extreme value statistics under serial dependence ⋮ Weak convergence of the tail empirical process for dependent sequences
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