• Title of article

    Estimation of the index parameter for autoregressive data using the estimated innovations

  • Author/Authors

    Michael R. Allen، نويسنده , , Somnath Datta، نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 1999
  • Pages
    10
  • From page
    315
  • To page
    324
  • Keywords
    Tail index , regular variation , Autoregression
  • Journal title
    Statistics and Probability Letters
  • Serial Year
    1999
  • Journal title
    Statistics and Probability Letters
  • Record number

    139045

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=139045