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

JL (Jaap) Geluk, L (Liang) Peng

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages13
EditionEconometric Institute 9909/A
Publication statusPublished - 1999

Publication series

SeriesEconometric Institute
Volume9909/A

Research programs

  • EUR ESE 13

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