On consistency of the likelihood moment estimators for a linear process with regularly varying innovations (Q2363665)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On consistency of the likelihood moment estimators for a linear process with regularly varying innovations |
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On consistency of the likelihood moment estimators for a linear process with regularly varying innovations (English)
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25 July 2017
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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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consistency
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