Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations (Q1744173)
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| English | Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations |
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Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations (English)
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16 April 2018
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generalized Pareto distribution
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linear processes
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heavy-tailed data
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likelihood moment estimators
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asymptotic normality
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0.883186399936676
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0.8042541742324829
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0.7812634110450745
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0.7639151215553284
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0.7617737650871277
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