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Inference for modulated stationary processes

Zhao, Zhibiao and Li, Xiaoye
Bernoulli Volume 19, Number 1 (February 2013), 205-227.

Journal article

Confidence intervals for the tail index

Cheng, Shihong and Peng, Liang
Bernoulli Volume 7, Number 5 (October 2001), 751-760.

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