Inference on the tail process with application to financial time series modeling (Q1644260)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference on the tail process with application to financial time series modeling |
scientific article |
Statements
Inference on the tail process with application to financial time series modeling (English)
0 references
21 June 2018
0 references
financial time series
0 references
heavy-tails
0 references
multiplier block bootstrap
0 references
regular variation
0 references
shock persistence
0 references
stationary time series
0 references
tail process
0 references
0 references
0 references
0 references
