A new approach on estimation of the tail index
type: Item
instance of: scholarly article
title: A new approach on estimation of the tail index
zbMATH Open document ID: 1004.62052
DOI: 10.1016/S1631-073X(02)02450-0
author: Dimitris Politis
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2003-01-15T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1854354
zbMATH Keywords: linear time series
MaRDI profile type: Publication
cites work: Kernel estimates of the tail index of a distribution
cites work: Q4246939
cites work: Q4343010
cites work: Necessary conditions for the bootstrap of the mean
cites work: ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS
full work available at URL: s1631-073x(02)02450-0
OpenAlex ID: W2077167554
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description: scientific article; zbMATH DE number 1854354