@article{DMPS_2013_33_1-2_a4,
     author = {Ferreira, Marta},
     title = {On the tail index estimation of an autoregressive {Pareto} process},
     journal = {Discussiones Mathematicae. Probability and Statistics},
     pages = {65--77},
     publisher = {mathdoc},
     volume = {33},
     number = {1-2},
     year = {2013},
     zbl = {1319.60114},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/DMPS_2013_33_1-2_a4/}
}