Testing the tail index in autoregressive models
No abstract is available for this item.
Volume (Year): 61 (2009)
Issue (Month): 3 (September)
|Contact details of provider:|| Web page: http://www.springer.com|
Web page: http://www.ism.ac.jp/index_e.html
|Order Information:||Web: http://www.springer.com/statistics/journal/10463/PS2|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Marc Hallin & Toufik Zahaf & Jana Jureckova & 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.
- 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.
When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:61:y:2009:i:3:p:579-598. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla)or (Rebekah McClure)
If references are entirely missing, you can add them using this form.