The following pages link to Moosup Kim (Q263251):
Displayed 12 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)
- Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← 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)
- Test for tail index constancy of GARCH innovations based on conditional volatility (Q2317888) (← links)
- Quasi-maximum likelihood estimation for multiple volatility shifts (Q2452776) (← links)
- Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data (Q5043790) (← links)
- Tests for Volatility Shifts in Garch Against Long‐Range Dependence (Q5177968) (← links)
- (Q5255141) (← links)