Pages that link to "Item:Q425381"
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The following pages link to Tail index estimation in the presence of long-memory dynamics (Q425381):
Displayed 5 items.
- Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Tail index estimation with a fixed tuning parameter fraction (Q899351) (← links)
- The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
- Modeling of long-range memory processes with inverse cubic distributions by the nonlinear stochastic differential equations (Q3302689) (← links)