A tail index estimation for long memory processes (Q6622514)
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scientific article; zbMATH DE number 7930052
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A tail index estimation for long memory processes |
scientific article; zbMATH DE number 7930052 |
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A tail index estimation for long memory processes (English)
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22 October 2024
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\(\alpha\)-stable
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characteristic function
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least squares estimation
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long memory
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tail index
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