Truncating Estimation for the Mean Change-Point in Heavy-Tailed Dependent Observations

By Han Sier   Tian Zheng  

Communications in Statistics: Theory and Methods, Vol. 35, Iss. 1, 2006-01 ,pp. : 43-52

Taylor & Francis Ltd

Access to resources Recommend Favorite

Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods

By Fan Jianqing   Qi Lei   Xiu Dacheng  

Journal of Business & Economic Statistics, Vol. 32, Iss. 2, 2014-04 ,pp. : 178-191

Taylor & Francis Ltd

Access to resources Recommend Favorite

Estimating the Mean of Heavy-Tailed Distributions

By Johansson Joachim  

Extremes, Vol. 6, Iss. 2, 2003-06 ,pp. : 91-109

Springer Publishing Company

Access to resources Recommend Favorite

Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations

By Han Sier   Tian Zheng  

Communications in Statistics: Theory and Methods, Vol. 36, Iss. 12, 2007-09 ,pp. : 2289-2299

Taylor & Francis Ltd

Access to resources Recommend Favorite

Parameter Estimation of Some NHPP Software Reliability Models with Change-Point

By WANG ZHIGUO   WANG JINDE  

Communications in Statistics: Simulation and Computation, Vol. 34, Iss. 1, 2005-01 ,pp. : 121-134

Taylor & Francis Ltd

Access to resources Recommend Favorite