Bootstrapping Hill estimator and tail array sums for regularly varying time series

DOI10.3150/20-BEJ1279zbMath1479.62073OpenAlexW3152664331MaRDI QIDQ2040068

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Publication date: 9 July 2021

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/20-bej1279

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