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A bootstraap test for the tail index of autoregressive models with heavy-tailed innovations
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | 황은주 | - |
| dc.date.available | 2020-04-24T06:36:53Z | - |
| dc.date.issued | 2017-06-28 | - |
| dc.identifier.uri | https://scholarworks.bwise.kr/gachon/handle/2020.sw.gachon/28518 | - |
| dc.title | A bootstraap test for the tail index of autoregressive models with heavy-tailed innovations | - |
| dc.type | Conference | - |
| dc.citation.conferenceName | 10th International Conference on Extreme Value Analysis | - |
| dc.citation.conferencePlace | Netherlands | - |
| dc.citation.conferencePlace | Delft University of Technology | - |
| dc.citation.title | The book of Abstracts for 10th International Conference on EVA2017 | - |
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Collections - 사회과학대학 > 응용통계학과 > 2. Conference Papers
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Related Researcher
- Hwang, Eun Ju
- Social Sciences (Department of Applied Statistics)