Pages that link to "Item:Q605861"

The following pages link to Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861):

Displaying 9 items.

• On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
• Parameter change test for autoregressive conditional duration models (Q287530) (← links)
• Change point test of tail index for autoregressive processes (Q457301) (← links)
• Change point test for tail index for dependent data (Q649099) (← links)
• An extreme value analysis of the last century crises across industries in the U.S. economy (Q1655601) (← links)
• Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
• Test for tail index constancy of GARCH innovations based on conditional volatility (Q2317888) (← links)
• US stock returns: are there seasons of excesses? (Q4554515) (← links)
• CHANGE POINT TESTS FOR THE TAIL INDEX OF<i>β</i>-MIXING RANDOM VARIABLES (Q5357392) (← links)