Diagnostic check for heavy tail in linear time series (Q1731253)
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scientific article; zbMATH DE number 7035607
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diagnostic check for heavy tail in linear time series |
scientific article; zbMATH DE number 7035607 |
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Diagnostic check for heavy tail in linear time series (English)
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13 March 2019
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autoregressive moving-average model
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change point
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extreme value index
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peaks-over-threshold
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residual
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0.8623169
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0.8592243
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0.85667145
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0.8537442
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0.85266185
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