Consistent estimation of the tail index for dependent data
type: Item
instance of: scholarly article
title: Consistent estimation of the tail index for dependent data
zbMATH Open document ID: 1202.62065
author: Margarida Brito
author: Ana Cristina Moreira Freitas
published in: Statistics \& Probability Letters
publication date: 2010-12-20T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 60G20
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 5828041
zbMATH Keywords: consistency
zbMATH Keywords: mixing conditions
zbMATH Keywords: order statistics
zbMATH Keywords: parameter estimation
zbMATH Keywords: tail indices
MaRDI profile type: Publication
full work available at URL: j.spl.2010.08.009
OpenAlex ID: W2093784261
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DOI: 10.1016/J.SPL.2010.08.009
description: scientific article; zbMATH DE number 5828041