Change point test of tail index for autoregressive processes (Q457301)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change point test of tail index for autoregressive processes |
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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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