ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA
- 期刊名称Econometric Theory
- 作者Hill, Jonathan B.
- 卷第26卷
- 期第5期
- 印刷ISSN0266-4666
- 电子ISSN1469-4360
- 文件大小297.50KB
- 发表时间2010-10
- DOI10.1017/S0266466609990624
- 页码1398-1436
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