Heavy-Tailed Time Series
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Publication:5110363
DOI10.1007/978-1-0716-0737-4zbMath1457.62003OpenAlexW3039641802MaRDI QIDQ5110363
Publication date: 18 May 2020
Published in: Springer Series in Operations Research and Financial Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-0716-0737-4
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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