Pages that link to "Item:Q5281042"
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The following pages link to Estimating Heavy-Tail Exponents Through Max Self–Similarity (Q5281042):
Displayed 9 items.
- Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
- Identification and validation of stable ARFIMA processes with application to UMTS data (Q1677799) (← links)
- \textit{Independent approximates} enable closed-form estimation of heavy-tailed distributions (Q2145030) (← links)
- Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190) (← links)
- Modelling priority queuing systems with varying service capacity (Q2418651) (← links)
- Power-law distributions in binned empirical data (Q2453658) (← links)
- On the estimation of the heavy-tail exponent in time series using the max-spectrum (Q3103151) (← links)