Change point test of tail index for autoregressive processes (Q457301)
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scientific article; zbMATH DE number 6348528
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| English | Change point test of tail index for autoregressive processes |
scientific article; zbMATH DE number 6348528 |
Statements
Change point test of tail index for autoregressive processes (English)
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26 September 2014
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tail index
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Hill's estimator
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change point test
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AR(\(p\)) process
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residuals
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0.8921249508857727
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0.86130291223526
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0.8583855032920837
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0.8378292918205261
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0.8371706008911133
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