Inference on the tail process with application to financial time series modeling (Q1644260): Difference between revisions
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Revision as of 22:48, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference on the tail process with application to financial time series modeling |
scientific article |
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Inference on the tail process with application to financial time series modeling (English)
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21 June 2018
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financial time series
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heavy-tails
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multiplier block bootstrap
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regular variation
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shock persistence
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stationary time series
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tail process
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