Smoothing the Hill Estimator
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Publication:4339350
DOI10.2307/1427870zbMath0873.60021OpenAlexW2011506997MaRDI QIDQ4339350
Sidney I. Resnick, Cătălin Stărică
Publication date: 3 July 1997
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1813/8996
Extreme value theory; extremal stochastic processes (60G70) Functional limit theorems; invariance principles (60F17)
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