On consistency of the likelihood moment estimators for a linear process with regularly varying innovations (Q2363665)
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scientific article; zbMATH DE number 6752018
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| English | On consistency of the likelihood moment estimators for a linear process with regularly varying innovations |
scientific article; zbMATH DE number 6752018 |
Statements
On consistency of the likelihood moment estimators for a linear process with regularly varying innovations (English)
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25 July 2017
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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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consistency
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0.883186399936676
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0.7958739399909973
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0.7800936102867126
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0.7748938202857971
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0.7748938202857971
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