Change point test for tail index for dependent data (Q649099)
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scientific article; zbMATH DE number 5982650
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| English | Change point test for tail index for dependent data |
scientific article; zbMATH DE number 5982650 |
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Change point test for tail index for dependent data (English)
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30 November 2011
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regular variation
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Hill's estimator
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change point test
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0.8921249508857727
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0.8885513544082642
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0.8501186370849609
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0.8444492220878601
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0.8026118278503418
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