Estimation for non-negative time series with heavy-tail innovations (Q2852483)
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scientific article; zbMATH DE number 6214208
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| default for all languages | No label defined |
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| English | Estimation for non-negative time series with heavy-tail innovations |
scientific article; zbMATH DE number 6214208 |
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Estimation for non-negative time series with heavy-tail innovations (English)
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9 October 2013
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non-negative time series
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ARMA processes
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extreme value estimator
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regular variation
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point processes
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0.8876135945320129
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0.8416000604629517
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0.8315341472625732
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