Related content

Estimation Mean Change-Point in ARCH Models with Heavy-Tailed Innovations

By Jin Hao  

Communications in Statistics: Simulation and Computation, Vol. 39, Iss. 2, 2010-02 ,pp. : 390-404

Taylor & Francis Ltd

Access to resources Recommend Favorite

Asymptotic Properties of the Maximum Quasi-Likelihood Estimator in Quasi-Likelihood Nonlinear Models

By Xia Tian  

Communications in Statistics: Theory and Methods, Vol. 37, Iss. 15, 2008-09 ,pp. : 2358-2368

Taylor & Francis Ltd

Access to resources Recommend Favorite

Stochastic volatility models for exchange rates and their estimation using quasi-maximum-likelihood methods: an application to the South African Rand

By Kulikova M. V.  

Journal of Applied Statistics, Vol. 40, Iss. 3, 2013-03 ,pp. : 495-507

Taylor & Francis Ltd

Access to resources Recommend Favorite

PORT Hill and Moment Estimators for Heavy-Tailed Models

By Gomes M. Ivette  

Communications in Statistics: Simulation and Computation, Vol. 37, Iss. 7, 2008-08 ,pp. : 1281-1306

Taylor & Francis Ltd

Access to resources Recommend Favorite

Confidence Intervals and Accuracy Estimation for Heavy-Tailed Generalized Pareto Distributions

By Tajvidi Nader  

Extremes, Vol. 6, Iss. 2, 2003-06 ,pp. : 111-123

Springer Publishing Company

Access to resources Recommend Favorite