scientific article; zbMATH DE number 1471877

MaRDI QIDQ4488964zbMATH OpenFDO

Authors Jeong-Ryeol Kim, Svetlozar T. Rachev, Stefan Mittnik

Publication date 11 June 2001

zbMATH Keywords

asymptotic resultseconometricsindex of stabilitystable Paretian modelsstatistical inferencetail thickness of distributionunit root tests

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

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