Inference on heavy tails from dependent data
From MaRDI portal
Recommendations
Cited in
(18)- Weighted approximations of tail processes for \(\beta\)-mixing random variables.
- A practical method for analysing heavy tailed data
- On Gebelein's correlation coefficient
- Evaluating currency risk in emerging markets
- Some aspects of extreme value statistics under serial dependence
- Truncated estimation of ratio statistics with application to heavy tail distributions
- Inference for extremal regression with dependent heavy-tailed data
- Weak convergence of the tail empirical process for dependent sequences
- Extremal properties of evolving networks: local dependence and heavy tails
- Quantile Estimation in Dependent Sequences
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation
- Statistical inference in regression with heavy-tailed integrated variables
- Consistent estimation of the tail index for dependent data
- Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data
- Sequential monitoring of the tail behavior of dependent data
- Detection of Dependent Heavy-Tailed Signals
- Inference of high quantiles of a heavy-tailed distribution from block data
- Inference for heavy tailed distributions
This page was built for publication: Inference on heavy tails from dependent data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1876387)