Hill's estimator under weak dependence

DOI10.1080/03610926.2016.1205615zbMath1379.60055OpenAlexW2518552974MaRDI QIDQ4588908

Y. Berkoun, Karima Boualam

Publication date: 3 November 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1205615

zbMATH Keywords

linear processtail indexweak dependenceHill estimatorregularly varying function

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

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