Testing the tail index in autoregressive models (Q841013): Difference between revisions
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Revision as of 15:19, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the tail index in autoregressive models |
scientific article |
Statements
Testing the tail index in autoregressive models (English)
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14 September 2009
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empirical process
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heavy tailed distribution
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Feigin-Resnick estimator
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Pareto tail index
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