Power and thick tails: an ARCH process example with extreme value as test statistic (Q5087959)
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scientific article; zbMATH DE number 7552592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power and thick tails: an ARCH process example with extreme value as test statistic |
scientific article; zbMATH DE number 7552592 |
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Power and thick tails: an ARCH process example with extreme value as test statistic (English)
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4 July 2022
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extreme value
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power
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thick tail
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