Prefer a chat interface with context about you and your work?
Asymptotic Normality of Hill’s Estimator under Weak Dependence
This note is devoted to the asymptotic normality of Hill's estimator when data are weakly dependent in the sense of Doukhan.The primary results on this setting rely on the observations being strong mixing.This assumption is often the key tool for establishing the asymptotic behavior of this estimator.A number of attempts …