On robust tail index estimation for linear long-memory processes

DOI10.1111/j.1467-9892.2011.00774.xzbMath1301.62080OpenAlexW2096893228MaRDI QIDQ2931590

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Publication date: 26 November 2014

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2011.00774.x

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