Tail index estimation in the presence of long-memory dynamics (Q425381): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q993803 |
Changed an Item |
||
Property / author | |||
Property / author: Tucker S. McElroy / rank | |||
Normal rank |
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 |
scientific article |
Statements
Tail index estimation in the presence of long-memory dynamics (English)
0 references
8 June 2012
0 references
extreme value theory
0 references
heavy tails
0 references
long-range dependence
0 references
stable distributions
0 references