"Tail index estimation in the presence of long-memory dynamics."

Tucker McElroy, Agnieszka Jach (2012)

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DOI: 10.1016/J.CSDA.2011.07.018

access: closed

type: Journal Article

metadata version: 2024-05-07

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Tucker McElroy, Agnieszka Jach:
Tail index estimation in the presence of long-memory dynamics. Comput. Stat. Data Anal. 56(2): 266-282 (2012)

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