Title of article
Hillʹs estimator for the tail index of an ARMA model
Author/Authors
Shiqing Ling، نويسنده , , Liang Peng، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
15
From page
279
To page
293
Keywords
Hill’s estimator , Optimal sample fraction , ARMA model , Tail index , Regularly varying
Journal title
Journal of Statistical Planning and Inference
Serial Year
2004
Journal title
Journal of Statistical Planning and Inference
Record number
219703
Link To Document