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Testing the tail index in autoregressive models

✍ Scribed by Jana Jurečková; Hira L. Koul; Jan Picek

Publisher: Springer Japan
Year: 2007
Tongue: English
Weight: 340 KB
Volume: 61
Category: Article
ISSN: 0020-3157
DOI: 10.1007/s10463-007-0155-z

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