The tail empirical process for long memory stochastic volatility sequences (Q617913)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The tail empirical process for long memory stochastic volatility sequences |
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The tail empirical process for long memory stochastic volatility sequences (English)
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14 January 2011
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long memory
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tail empirical process
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hill estimator
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tail empirical distribution function
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stochastic volatility
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