Pages that link to "Item:Q1970810"
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The following pages link to An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810):
Displaying 5 items.
- Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
- On the estimation of a changepoint in a tail index (Q852282) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Hill's estimator for the tail index of an ARMA model (Q1877836) (← links)
- Estimation for heavy tailed moving average process (Q4568272) (← links)