Asymptotic Normality of Hill’s Estimator under Weak Dependence
This note is devoted to the asymptotic normality of Hill’s estimator when data are weakly dependent in the sense of Doukhan. The primary results on this setting rely on the observations being strong mixing. This assumption is often the key tool for establishing the asymptotic behavior of this estima...
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| Autores principales: | , |
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| Formato: | Capítulo de libro |
| Lenguaje: | inglés |
| Publicado: |
IntechOpen
2020
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| Materias: | |
| Acceso en línea: | https://www.intechopen.com/chapters/65787 |
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