Change point test for tail index for dependent data
| Year of publication: |
2011
|
|---|---|
| Authors: | Kim, Moosup ; Lee, Sangyeol |
| Published in: |
Metrika. - Springer. - Vol. 74.2011, 3, p. 297-311
|
| Publisher: |
Springer |
| Subject: | Tail index | Regular variation | Hill’s estimator | Change point test |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009324801