Pages that link to "Item:Q3103151"

The following pages link to On the estimation of the heavy-tail exponent in time series using the max-spectrum (Q3103151):

Displaying 3 items.

• Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
• LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← links)
• Local-maximum-based tail index estimator (Q2257586) (← links)