Ferreira, Marta On the tail index estimation of an autoregressive Pareto process. (English) Zbl 1319.60114 Discuss. Math., Probab. Stat. 33, No. 1-2, 65-77 (2013). MSC: 60G70 Extreme value theory; extremal stochastic processes 62G32 Statistics of extreme values; tail inference 60G15 Gaussian processes Keywords:autoregressive Pareto process; extreme value theory; tail index estimation; Gaussian process PDFBibTeX XMLCite \textit{M. Ferreira}, Discuss. Math., Probab. Stat. 33, No. 1--2, 65--77 (2013; Zbl 1319.60114) Full Text: DOI Link