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• Laurens de Haan

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Paper provided by Erasmus University of Rotterdam - Econometric Institute in its series Papers with number 9024-a.

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Length: 47 pages
Date of creation: 1990
Date of revision:
Handle: RePEc:fth:erroem:9024-a

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Keywords: estimator ; mathematics;

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1. Jonathan Hill, 2006. "On Functional Central Limit Theorems for Dependent, Heterogeneous Tail Arrays with Applications to Tail Index and Tail Dependence Estimators," Working Papers 0607, Florida International University, Department of Economics. [Downloadable!]
2. Somnath Datta & William McCormick, 1998. "Inference for the Tail Parameters of a Linear Process with Heavy Tail Innovations," Annals of the Institute of Statistical Mathematics, Springer, vol. 50(2), pages 337-359, June. [Downloadable!] (restricted)

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This page was last updated on 2009-11-20.