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Moment condition tests for heavy tailed time series - MaRDI portal

Moment condition tests for heavy tailed time series (Q528143)

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scientific article; zbMATH DE number 6714813
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English
Moment condition tests for heavy tailed time series
scientific article; zbMATH DE number 6714813

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    Moment condition tests for heavy tailed time series (English)
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    12 May 2017
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    moment condition test
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    heavy tails
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    tail trimming
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    robust inference
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