An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810)

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scientific article; zbMATH DE number 1420522
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English
An adaptive optimal estimate of the tail index for MA(1) time series
scientific article; zbMATH DE number 1420522

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    An adaptive optimal estimate of the tail index for MA(1) time series (English)
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    27 August 2000
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    regular variation
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    tail index
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