Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations (Q1744173)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations |
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Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations (English)
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16 April 2018
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generalized Pareto distribution
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linear processes
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heavy-tailed data
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likelihood moment estimators
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asymptotic normality
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