Wavelet variances for heavy-tailed time series (Q6615745)
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scientific article; zbMATH DE number 7923438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet variances for heavy-tailed time series |
scientific article; zbMATH DE number 7923438 |
Statements
Wavelet variances for heavy-tailed time series (English)
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8 October 2024
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characteristic scale
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Daubechies wavelet
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discrete wavelet transform
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Hill estimator
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stable asymptotics
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tail index
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Weibull distribution
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