Pages that link to "Item:Q605861"
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The following pages link to Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861):
Displaying 5 items.
- On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
- Parameter change test for autoregressive conditional duration models (Q287530) (← links)
- Change point test of tail index for autoregressive processes (Q457301) (← links)
- Change point test for tail index for dependent data (Q649099) (← links)
- An extreme value analysis of the last century crises across industries in the U.S. economy (Q1655601) (← links)
