Tail Index Estimation for Dependent Data

Autor:	Resnick, Sidney, Stărică, Catalin
Zdroj:	The Annals of Applied Probability, 1998 Nov 01. 8(4), 1156-1183.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/2667176 Zobrazit plný text záznamu