Pavle Mladenovic

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Let (Xn) be a strictly stationary sequence with a marginal distribution function F such that 1 − F (x) = x −α L(x), x > 0, where α > 0 and L(x) is a slowly varying function. We assume that only observations of (X n) are available at certain points. Under assumption of weak dependency we proved the consistency of Hill's estimator of the tail index α based on(More)
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