Tail index estimation in the presence of long-memory dynamics (Q425381)
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scientific article; zbMATH DE number 6043847
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| English | Tail index estimation in the presence of long-memory dynamics |
scientific article; zbMATH DE number 6043847 |
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Tail index estimation in the presence of long-memory dynamics (English)
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8 June 2012
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extreme value theory
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heavy tails
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long-range dependence
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stable distributions
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0.8250584602355957
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0.822346031665802
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0.8054693937301636
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0.7747266292572021
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