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 |
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