Inference for the Tail Parameters of a Linear Process with Heavy Tail Innovations
Year of publication: |
1998
|
---|---|
Authors: | Datta, Somnath ; McCormick, William |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 50.1998, 2, p. 337-359
|
Publisher: |
Springer |
Subject: | Linear processes | heavy tailed distribution | tail parameters | tail probability |
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