Testing the tail index in autoregressive models
| Year of publication: |
2009
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| Authors: | Jurečková, Jana ; Koul, Hira L. ; Picek, Jan |
| Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 61.2009, 3, p. 579-598
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