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Consistent Estimation of the Tail Index for Dependent Data
AuthID
P-003-0V9
2
Author(s)
Brito, M
·
Moreira Freitas, ACM
Document Type
Article
Year published
2010
Published
in
STATISTICS & PROBABILITY LETTERS,
ISSN: 0167-7152
Volume: 80, Issue: 23-24, Pages: 1835-1843 (9)
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Publication Identifiers
DOI
:
10.1016/j.spl.2010.08.009
SCOPUS
: 2-s2.0-77958478609
Wos
: WOS:000284794200021
Source Identifiers
ISSN
: 0167-7152
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