Estimation of the index parameter for autoregressive data using the estimated innovations (Q1304109)
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scientific article; zbMATH DE number 1348369
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the index parameter for autoregressive data using the estimated innovations |
scientific article; zbMATH DE number 1348369 |
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Estimation of the index parameter for autoregressive data using the estimated innovations (English)
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10 September 2000
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tail index
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regular variation
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autoregression
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