Pages that link to "Item:Q2931590"
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The following pages link to On robust tail index estimation for linear long-memory processes (Q2931590):
Displaying 10 items.
- Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
- The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
- Inference for the tail parameters of a linear process with heavy tail innovations (Q1265223) (← links)
- On \(1/f\) noise (Q1955060) (← links)
- Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
- Long range dependence for stable random processes (Q4997693) (← links)
- Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (Q5121009) (← links)
- Modified Greenwood statistic and its application for statistical testing (Q6591513) (← links)
- A tail index estimation for long memory processes (Q6622514) (← links)
