Inference on the tail process with application to financial time series modeling (Q1644260)
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scientific article; zbMATH DE number 6892681
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Inference on the tail process with application to financial time series modeling |
scientific article; zbMATH DE number 6892681 |
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Inference on the tail process with application to financial time series modeling (English)
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21 June 2018
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financial time series
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heavy-tails
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multiplier block bootstrap
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regular variation
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shock persistence
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stationary time series
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tail process
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0.8207481503486633
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0.8069079518318176
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0.7988307476043701
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0.7838557362556458
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0.7804727554321289
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