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Extreme value theory for asymptotic stationary sequences
Extreme value theory asymptotic stationary sequences
2009/9/23
Extreme value theory for asymptotic stationary sequences。
A NOTE ON SECOND ORDER CONDITIONS IN EXTREME VALUE THEORY: LINKING GENERAL AND HEAVY TAIL CONDITIONS
extreme value index regular variation semi-parametric estimation
2009/2/25
Second order conditions ruling the rate of convergence in any first order condition
involving regular variation and assuring a unified extreme value limiting distribution
function for the sequence o...