scientific article; zbMATH DE number 1471877
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Publication:4488964
zbMath0962.91065MaRDI QIDQ4488964
Jeong-Ryeol Kim, Svetlozar T. Rachev, Stefan Mittnik
Publication date: 11 June 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
statistical inferenceasymptotic resultsunit root testseconometricsindex of stabilitystable Paretian modelstail thickness of distribution
Economic time series analysis (91B84) Inference from stochastic processes (62M99) Statistical methods; economic indices and measures (91B82)
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