Testing the tail index in autoregressive models
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 61 (2009)
Issue (Month): 3 (September)
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Web page: http://www.springerlink.com/link.asp?id=102845
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- Feigin, Paul D. & Resnick, Sidney I., 1994. "Limit distributions for linear programming time series estimators," Stochastic Processes and their Applications, Elsevier, vol. 51(1), pages 135-165, June.
- Marc Hallin & Toufik Zahaf & Jana Jurečková & Jaroslava Kalvova & Jan Picek, 1997. "Non-parametric tests in ar models with applications to climatic data," ULB Institutional Repository 2013/127949, ULB -- Universite Libre de Bruxelles.
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