Diagnostic check for heavy tail in linear time series
type: Item
instance of: scholarly article
title: Diagnostic check for heavy tail in linear time series
zbMATH Open document ID: 1486.62247
author: Tony Wong
published in: Statistical Methodology
publication date: 2019-03-13T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G32
zbMATH DE Number: 7035607
zbMATH Keywords: autoregressive moving-average model
zbMATH Keywords: change point
zbMATH Keywords: extreme value index
zbMATH Keywords: peaks-over-threshold
zbMATH Keywords: residual
describes a project that uses: ismev
MaRDI profile type: Publication
full work available at URL: j.stamet.2014.11.001
OpenAlex ID: W2024508099
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DOI: 10.1016/J.STAMET.2014.11.001
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description: scientific article; zbMATH DE number 7035607