Demmartingales and the functionnal Hill process for small parameters
Other Statistics
2016-11-24 v3
Abstract
Association of random variables and Demimartingales are recent fields for handling asymptotic behaviors of sums of dependent random variables. We apply their techniques to establish the asymptotic law of a demimartingale We next apply the results to find the asymptotic behavior the functional Hill process for small parameters within the Extreme Value Theory (EVT) field. Such a result would have been very hard to find whithout demimartingales techniques.
Cite
@article{arxiv.1208.1487,
title = {Demmartingales and the functionnal Hill process for small parameters},
author = {Adja Mbarka Fall and Gane Samb Lo and Cheikhna Hamallah Ndiaye},
journal= {arXiv preprint arXiv:1208.1487},
year = {2016}
}
Comments
This paper has been withdrawn by the author due to a crucial representation error of slowly varying function. We will update and correct it for a new submission