A tail index estimation for long memory processes
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Publication:6622514
DOI10.1007/S00184-023-00938-WMaRDI QIDQ6622514
Publication date: 22 October 2024
Published in: Metrika (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
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