Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861): Difference between revisions
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Revision as of 00:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test for tail index change in stationary time series with Pareto-type marginal distribution |
scientific article |
Statements
Test for tail index change in stationary time series with Pareto-type marginal distribution (English)
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15 November 2010
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autoregressive process
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change point test
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cusum test
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extreme value theory
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Hill's estimator
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mixing condition
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tail index
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tail sequential process
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tables
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