Pages that link to "Item:Q1877836"
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The following pages link to Hill's estimator for the tail index of an ARMA model (Q1877836):
Displaying 10 items.
- On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
- On tail index estimation using a sample with missing observations (Q433581) (← 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)
- An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810) (← links)
- Workload Portfolio Optimization for Virtualized Computer Systems Based on Semiparametric Quantile Function Estimation (Q3101560) (← links)
- Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (Q5121009) (← links)
- Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors (Q5860900) (← links)
- Multivariate Hill Estimators (Q6064653) (← links)
- Extreme Quantile Estimation for Autoregressive Models (Q6634896) (← links)
