Tail index estimation in the presence of long-memory dynamics (Q425381): Difference between revisions
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Revision as of 20:11, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail index estimation in the presence of long-memory dynamics |
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Tail index estimation in the presence of long-memory dynamics (English)
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8 June 2012
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extreme value theory
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heavy tails
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long-range dependence
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stable distributions
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