Testing the tail index in autoregressive models (Q841013)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing the tail index in autoregressive models |
scientific article; zbMATH DE number 5603802
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the tail index in autoregressive models |
scientific article; zbMATH DE number 5603802 |
Statements
Testing the tail index in autoregressive models (English)
0 references
14 September 2009
0 references
empirical process
0 references
heavy tailed distribution
0 references
Feigin-Resnick estimator
0 references
Pareto tail index
0 references
