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@article{Authenticus:P-003-0V9, title = {{Consistent estimation of the tail index for dependent data}}, author = {M Brito and ACM Moreira Freitas}, doi = {10.1016/j.spl.2010.08.009}, journal = {Statistics \& Probability Letters}, number = {23-24}, pages = {1835-1843}, publisher = {Elsevier Science Bv}, type = {Article}, volume = {80}, year = {2010} }