Inference for the Tail Parameters of a Linear Process with Heavy Tail Innovations
| Year of publication: |
1998
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|---|---|
| Authors: | Datta, Somnath ; McCormick, William |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 50.1998, 2, p. 337-359
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| Publisher: |
Springer |
| Subject: | Linear processes | heavy tailed distribution | tail parameters | tail probability |
| Extent: | text/html |
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| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005184705