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Hill's estimator for the tail index of an ARMA model

✍ Scribed by Shiqing Ling; Liang Peng

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An adaptive optimal estimate of the tail

✍ J.L. Geluk; Liang Peng 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 111 KB

A functional law of the iterated logarit

✍ Khelifa Tobbal 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 289 KB

A high-order Yule-Walker method for esti

✍ P. Stoica; B. Friedlander; T. Söderström 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 566 KB

Robustness of an S-Estimator in the One-

✍ Jürgen Wellmann 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 83 KB 👁 2 views

Derivation of the unconditional state-co

✍ Stefan Mittnik 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 501 KB

On the Asymptotic Relative Efficiency of

✍ D.S. Poskitt; M.O. Salau 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 780 KB