On Functional Central Limit Theorems for Dependent, Heterogeneous Tail Arrays with Applications to Tail Index and Tail Dependence Estimators

---

Autoria(s): Hill, Jonathan B.

Data(s)	27/11/2006
Formato	application/pdf
Identificador	http://digitalcommons.fiu.edu/economics_wps/57 http://digitalcommons.fiu.edu/cgi/viewcontent.cgi?article=1056&context=economics_wps
Publicador	FIU Digital Commons
Direitos	default
Fonte	Economics Research Working Paper Series
Tipo	text