@article{DMPS_2013__33_1-2_270855, author = {Marta Ferreira}, title = {On the tail index estimation of an autoregressive {Pareto} process}, journal = {Discussiones Mathematicae Probability and Statistics}, pages = {65}, publisher = {mathdoc}, volume = {33}, number = {1-2}, year = {2013}, zbl = {1319.60114}, language = {en}, url = {https://geodesic-test.mathdoc.fr/item/DMPS_2013__33_1-2_270855/} }