Weak convergence of a pseudo maximum likelihood estimator...

Weak convergence of a pseudo maximum likelihood estimator for the extremal index

Berghaus, Betina, Bücher, Axel
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Volume:
46
Language:
english
Journal:
The Annals of Statistics
DOI:
10.1214/17-AOS1621
Date:
October, 2018
File:
PDF, 424 KB
english, 2018
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