Inference for the tail parameters of a linear process with heavy tail innovations (Q1265223)
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scientific article; zbMATH DE number 1202962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for the tail parameters of a linear process with heavy tail innovations |
scientific article; zbMATH DE number 1202962 |
Statements
Inference for the tail parameters of a linear process with heavy tail innovations (English)
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6 January 1999
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consistency
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heavy tailed distribution
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tail parameters
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linear process
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time series
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asymptotic normality
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tail probability
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