On robust tail index estimation for linear long‐memory processes
| Year of publication: |
2012
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|---|---|
| Authors: | Beran, Jan ; Das, Bikramjit ; Schell, Dieter |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 33.2012, 3, p. 406-423
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| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10011036609