Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861)
From MaRDI portal
scientific article
In more languages
ConfigureLanguage | Label | Description | Also known as |
---|---|---|---|
English | Test for tail index change in stationary time series with Pareto-type marginal distribution |
scientific article |
Statements
Test for tail index change in stationary time series with Pareto-type marginal distribution (English)