Li, Deyuan; Ling, Chen; Liu, Qing; Peng, Liang Inference for the Lee-Carter model with an AR(2) process. (English) Zbl 1493.62587 Methodol. Comput. Appl. Probab. 24, No. 2, 991-1019 (2022). MSC: 62P05 62M10 91G05 PDFBibTeX XMLCite \textit{D. Li} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 991--1019 (2022; Zbl 1493.62587) Full Text: DOI
Hüsler, Jürg; Li, Deyuan Weak convergence of the empirical mean excess process with application to estimate the negative tail index. (English) Zbl 1293.62111 Methodol. Comput. Appl. Probab. 10, No. 4, 577-593 (2008). MSC: 62G32 60G70 PDFBibTeX XMLCite \textit{J. Hüsler} and \textit{D. Li}, Methodol. Comput. Appl. Probab. 10, No. 4, 577--593 (2008; Zbl 1293.62111) Full Text: DOI Link