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

✍ Scribed by J.L. Geluk; Liang Peng

Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 111 KB
Volume: 46
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(99)00099-1

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