Weighted approximations of tail processes for \(\beta\)-mixing random variables.
type: Item
instance of: scholarly article
title: Weighted approximations of tail processes for \(\beta\)-mixing random variables.
zbMATH Open document ID: 1073.60520
author: Holger Drees
published in: The Annals of Applied Probability
publication date: 2003-05-06T00:00:00Z
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1906278
zbMATH Keywords: ARCH-process
zbMATH Keywords: dependent
zbMATH Keywords: extreme value index
zbMATH Keywords: Hill estimator
zbMATH Keywords: invariance principle
zbMATH Keywords: statistical tail functional
zbMATH Keywords: stochastic difference equation
zbMATH Keywords: tail empirical distribution function
zbMATH Keywords: tail empirical quantile function
zbMATH Keywords: time series
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1019487617
OpenAlex ID: W2062481454
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DOI: 10.1214/AOAP/1019487617
description: scientific article; zbMATH DE number 1906278