Pages that link to "Item:Q425381"

The following pages link to Tail index estimation in the presence of long-memory dynamics (Q425381):

Displaying 11 items.

• Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
• The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
• Tail index estimation with a fixed tuning parameter fraction (Q899351) (← links)
• Tail index estimation, concentration and adaptivity (Q902214) (← links)
• Power-law cross-correlations estimation under heavy tails (Q2200269) (← links)
• The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
• Tail approximation in models that involve long range dependence: the distribution of overflows (Q2864548) (← links)
• On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
• Modeling of long-range memory processes with inverse cubic distributions by the nonlinear stochastic differential equations (Q3302689) (← links)