Asymptotic Properties of the Hill Estimator

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Journal Title
Journal ISSN
Volume Title
Perustieteiden korkeakoulu | Bachelor's thesis
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Date
2018-08-24
Department
Major/Subject
Matematiikka ja systeemianalyysi
Mcode
SCI3029
Degree programme
Teknillinen fysiikka ja matematiikka TFM
Language
en
Pages
28
Series
Description
Supervisor
Ilmonen, Pauliina
Thesis advisor
Heikkilä, Matias
Keywords
hill estimator, extreme value theory, asymptotic properties, statistics
Other note
Citation