The following pages link to Moosup Kim (Q263251):
Displaying 6 items.
- On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
- Change point test of tail index for autoregressive processes (Q457301) (← links)
- Change point test for tail index of scale-shifted processes (Q490349) (← links)
- Change point test for tail index for dependent data (Q649099) (← links)
- Estimation of a tail index based on minimum density power divergence (Q957324) (← links)
- Estimation of the tail exponent of multivariate regular variation (Q1680794) (← links)
