Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (Q6092958)
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scientific article; zbMATH DE number 7769932
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| English | Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series |
scientific article; zbMATH DE number 7769932 |
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Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (English)
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23 November 2023
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chaining
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change-point tests
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heavy tails
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long-range dependence
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stochastic volatility
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tail empirical process
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