Testing the tail index in autoregressive models (Q841013)
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scientific article; zbMATH DE number 5603802
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| default for all languages | No label defined |
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| English | Testing the tail index in autoregressive models |
scientific article; zbMATH DE number 5603802 |
Statements
Testing the tail index in autoregressive models (English)
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14 September 2009
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empirical process
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heavy tailed distribution
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Feigin-Resnick estimator
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Pareto tail index
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0.9049465656280518
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0.8378292918205261
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0.8287225365638733
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0.7997956275939941
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0.7989703416824341
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