An adaptive optimal estate of the tail index for MA(1) time series

JL (Jaap) Geluk, L (Liang) Peng

Research output: Contribution to journal › Article › Academic › peer-review

Original language	Undefined/Unknown
Pages (from-to)	217-227
Number of pages	11
Journal	Statistics and Probability Letters
Volume	46
Publication status	Published - 2000

Research programs

@article{f590e4256e924e588a14ac3be0880b1f,

title = "An adaptive optimal estate of the tail index for MA(1) time series",

author = "Geluk, {JL (Jaap)} and Peng, {L (Liang)}",

year = "2000",

language = "Undefined/Unknown",

volume = "46",

pages = "217--227",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Elsevier",

}