Estimation for heavy tailed moving average process. (Q4568272)
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scientific article; zbMATH DE number 6890425
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimation for heavy tailed moving average process. |
scientific article; zbMATH DE number 6890425 |
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Estimation for heavy tailed moving average process (English)
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15 June 2018
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extreme value theory
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mixing processes
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tail index estimation
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0.8010087013244629
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0.799472987651825
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0.7908128499984741
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