Pages that link to "Item:Q1265223"
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The following pages link to Inference for the tail parameters of a linear process with heavy tail innovations (Q1265223):
Displaying 13 items.
- Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
- Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
- Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence (Q907360) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- Estimation of the index parameter for autoregressive data using the estimated innovations (Q1304109) (← links)
- Diagnostic check for heavy tail in linear time series (Q1731253) (← links)
- Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations (Q1744173) (← links)
- Hill's estimator for the tail index of an ARMA model (Q1877836) (← links)
- An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810) (← links)
- On consistency of the likelihood moment estimators for a linear process with regularly varying innovations (Q2363665) (← links)
- Inference for the fourth-order innovation cumulant in linear time series (Q2789392) (← links)
- On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
