High-Frequency Tail Index Estimation by Nearly Tight Frames (Q2950534)

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High-Frequency Tail Index Estimation by Nearly Tight Frames
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    High-Frequency Tail Index Estimation by Nearly Tight Frames (English)
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    9 October 2015
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    high frequency asymptotics
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    spherical random fields
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    Mexican needlets
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    Whittle likelihood
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