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A tail index test for AR time series model with Pareto errors using subsampling
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | 황은주 | - |
| dc.date.available | 2020-04-24T06:36:57Z | - |
| dc.date.issued | 2017-05-27 | - |
| dc.identifier.uri | https://scholarworks.bwise.kr/gachon/handle/2020.sw.gachon/28523 | - |
| dc.title | A tail index test for AR time series model with Pareto errors using subsampling | - |
| dc.type | Conference | - |
| dc.citation.conferenceName | 2017년도 한국통계학회 춘계 학술논문발표회 | - |
| dc.citation.conferencePlace | South Korea | - |
| dc.citation.conferencePlace | 숙명여자대학교 | - |
| dc.citation.title | 학술논문발표회프로시딩 | - |
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Related Researcher
- Hwang, Eun Ju
- Social Sciences (Department of Applied Statistics)