Moment condition tests for heavy tailed time series (Q528143)
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scientific article; zbMATH DE number 6714813
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Moment condition tests for heavy tailed time series |
scientific article; zbMATH DE number 6714813 |
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Moment condition tests for heavy tailed time series (English)
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12 May 2017
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moment condition test
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heavy tails
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tail trimming
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robust inference
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0.8149515390396118
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0.7858803868293762
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0.7807251214981079
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0.7724741101264954
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0.7713503837585449
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