Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Stochastic Process with an Application


Autoria(s): Hill, Jonathan B.
Data(s)

05/11/2006

Formato

application/pdf

Identificador

http://digitalcommons.fiu.edu/economics_wps/68

http://digitalcommons.fiu.edu/cgi/viewcontent.cgi?article=1067&context=economics_wps

Publicador

FIU Digital Commons

Direitos

default

Fonte

Economics Research Working Paper Series

Tipo

text