Testing the tail index in autoregressive models
| Year of publication: |
2009
|
|---|---|
| Authors: | Jurečková, Jana ; Koul, Hira ; Picek, Jan |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 61.2009, 3, p. 579-598
|
| Publisher: |
Springer |
| Subject: | Empirical process | Heavy tailed distribution | Feigin-Resnick estimator | Pareto tail index |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005029250