An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810)
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scientific article; zbMATH DE number 1420522
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | An adaptive optimal estimate of the tail index for MA(1) time series |
scientific article; zbMATH DE number 1420522 |
Statements
An adaptive optimal estimate of the tail index for MA(1) time series (English)
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27 August 2000
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regular variation
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tail index
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0.7855288982391357
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0.7751032114028931
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0.7602450847625732
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0.759718656539917
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0.7596787810325623
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