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

From MaRDI portal
Revision as of 11:01, 3 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
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)
    0 references
    0 references
    0 references
    0 references
    15 November 2010
    0 references
    autoregressive process
    0 references
    change point test
    0 references
    cusum test
    0 references
    extreme value theory
    0 references
    Hill's estimator
    0 references
    mixing condition
    0 references
    tail index
    0 references
    tail sequential process
    0 references
    tables
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references