Change point test for tail index of scale-shifted processes (Q490349)
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scientific article; zbMATH DE number 6389294
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| English | Change point test for tail index of scale-shifted processes |
scientific article; zbMATH DE number 6389294 |
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Change point test for tail index of scale-shifted processes (English)
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22 January 2015
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tail index
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Hill estimator
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change point test
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tail index estimation
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scale parameter shift
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0.86130291223526
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0.8501186370849609
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0.8307313323020935
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0.8243018984794617
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0.8036772012710571
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