Testing the tail index in autoregressive models (Q841013): Difference between revisions

@@ Property / author @@
-Jana Jureckova
@@ Property / author: Jana Jureckova / rank @@
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@@ Property / author @@
-Hira L. Koul
@@ Property / author: Hira L. Koul / rank @@
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@@ Property / author @@
+Jana Jureckova
@@ Property / author: Jana Jureckova / rank @@
+Normal rank
@@ Property / author @@
+Hira L. Koul
@@ Property / author: Hira L. Koul / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10463-007-0155-z
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+W2042325246
@@ Property / OpenAlex ID: W2042325246 / rank @@
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@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
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@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+On testing the extreme value index via the POT-method
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@@ Property / cites work @@
+LAN of extreme order statistics
@@ Property / cites work: LAN of extreme order statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Limit distributions for linear programming time series estimators
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@@ Property / cites work @@
+Q3433267
@@ Property / cites work: Q3433267 / rank @@
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@@ Property / cites work @@
+Q3763394
@@ Property / cites work: Q3763394 / rank @@
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@@ Property / cites work @@
+Test of tails based on extreme regression quantiles
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@@ Property / cites work @@
+A class of tests on the tail index
@@ Property / cites work: A class of tests on the tail index / rank @@
+Normal rank
@@ Property / cites work @@
+An approximation of partial sums of independent RV'-s, and the sample DF. I
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@@ Property / cites work @@
+Weighted empirical processes in dynamic nonlinear models.
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@@ Property / cites work @@
+Testing the Gumbel hypothesis via the Pot-method
@@ Property / cites work: Testing the Gumbel hypothesis via the Pot-method / rank @@
+Normal rank
@@ Property / cites work @@
+An Adaptive Efficient Test for Gumbel Domain of Attraction
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@@ Property / cites work @@
+Goodness of fit for the extreme value distribution
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@@ Property / cites work @@
+Q3683353
@@ Property / cites work: Q3683353 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:841013