Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861): Difference between revisions

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Test for tail index change in stationary time series with Pareto-type marginal distribution
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    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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