Heavy tail smooth and application to long-memory time series
Year of publication: |
2016
|
---|---|
Authors: | Ciuiu, Daniel |
Published in: |
Economic dynamics and sustainable development ; Part 1. - Frankfurt am Main : Peter Lang$h, ISBN 978-3-631-78741-0. - 2016, p. 157-166
|
Subject: | Time series | heavy tail | stationarity | smoothing | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
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