On robust tail index estimation for linear long-memory processes (Q2931590): Difference between revisions
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Revision as of 08:54, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | On robust tail index estimation for linear long-memory processes |
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On robust tail index estimation for linear long-memory processes (English)
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26 November 2014
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long memory
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infinite variance
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tail index
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\(M\)-estimation
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