Hill's estimator for the tail index of an ARMA model (Q1877836)
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scientific article; zbMATH DE number 2092975
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hill's estimator for the tail index of an ARMA model |
scientific article; zbMATH DE number 2092975 |
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Hill's estimator for the tail index of an ARMA model (English)
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19 August 2004
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ARMA model
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Hill's estimator
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Optimal sample fraction
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Regularly varying
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Tail index
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