A Monte Carlo method for estimating the correlation exponent (Q2499994)

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A Monte Carlo method for estimating the correlation exponent
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    title
    A Monte Carlo method for estimating the correlation exponent (English)
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    DOI
    10.1007/BF02183688
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    author
    Thomas Mikosch
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    Qiang Wang
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    publication date
    23 August 2006
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    zbMATH DE Number
    5048656
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    zbMATH Keywords
    Correlation exponent
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    correlation dimension
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    Hill estimator
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    Monte Carlo method
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    bootstrap
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