Tail Inference for a Law in a Max-Semistable Domain of Attraction

2000 Mathematics Subject Classification: 62G32, 62G05.

A Generalized Quasi-Likelihood Estimator for Nonstationary Stochastic Processes−Asymptotic Properties and Examples

2010 Mathematics Subject Classification: 62F12, 62M05, 62M09, 62M10, 60G42.