Testing the tail index in autoregressive models (Q841013): Difference between revisions

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+Time series: theory and methods.
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+Q4343010
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+On testing the extreme value index via the POT-method
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+LAN of extreme order statistics
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+Limit distributions for linear programming time series estimators
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+Q3433267
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+Q3763394
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+Test of tails based on extreme regression quantiles
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+A class of tests on the tail index
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+An approximation of partial sums of independent RV'-s, and the sample DF. I
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+Weighted empirical processes in dynamic nonlinear models.
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+Testing the Gumbel hypothesis via the Pot-method
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+An Adaptive Efficient Test for Gumbel Domain of Attraction
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+Goodness of fit for the extreme value distribution
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+Q3683353
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