Prediction and nonparametric estimation for time series with heavy tails
Year of publication: |
2002-05
|
---|---|
Authors: | Hall, Peter ; Peng, Liang ; Yao, Qiwei |
Publisher: |
Blackwells |
Subject: | HA Statistics |
-
A dynamic contagion process and an application to credit risk
Dassios, Angelos, (2011)
-
Nonfundamentalness in structural econometric models: a review
Alessi, Lucia, (2011)
-
Multinetwork of international trade: a commodity-specific analysis
Barigozzi, Matteo, (2010)
- More ...
-
Prediction and nonparametric estimation for time series with heavy tails
Hall, Peter, (2002)
-
Moving-maximum models for extrema of time series
Hall, Peter, (2002)
-
Prediction and Nonparametric Estimation for Time Series with Heavy Tails
Hall, Peter, (2004)
- More ...