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Consistency of a geometric-type estimator for tail index under weak dependence
1 : Laboratoire de Mathématiques Pures et Appliquées [Tizi-Ouzou]
Université Mouloud Mammeri de Tizi-Ouzou, Algérie -
Algeria
| Subject : | : | Oral presentation |
| Topics | : | Statistics; Probabilities and Stochastic Processes; |
| Keywords | : | Tail index ; order statistics ; regularly varying function ; linear process ; weak dependence |
| PDF version | : |  PDF version |
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