Estimation for a first-order bifurcating autoregressive process with heavy-tail innovations (Q4976516)

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scientific article; zbMATH DE number 6754936
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Estimation for a first-order bifurcating autoregressive process with heavy-tail innovations
scientific article; zbMATH DE number 6754936

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    Estimation for a first-order bifurcating autoregressive process with heavy-tail innovations (English)
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    31 July 2017
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    bifurcating autoregressive processes
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    extreme-value estimator
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    point processes
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    regular variation
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