Gini autocovariance function used for time series with heavy‐tail distributions

2018 ◽  
Vol 10 (3) ◽  
Author(s):  
Marcel D. Carcea
Keyword(s):  
Time Series ◽  
Heavy Tail ◽  
Autocovariance Function ◽  
Heavy Tail Distributions ◽  
Tail Distributions

Truncated Estimation of Ratio Statistics with Application to Heavy Tail Distributions

2018 ◽  
Vol 27 (3) ◽  
pp. 226-243
Author(s):  
D. N. Politis ◽  
V. A. Vasiliev ◽  
S. E. Vorobeychikov
Keyword(s):  
Heavy Tail ◽  
Heavy Tail Distributions ◽  
Tail Distributions

When Do Heavy-Tail Distributions Help?

2006 ◽  
pp. 62-71 ◽  
Author(s):  
Nikolaus Hansen ◽  
Fabian Gemperle ◽  
Anne Auger ◽  
Petros Koumoutsakos
Keyword(s):  
Heavy Tail ◽  
Heavy Tail Distributions ◽  
Tail Distributions
Sign in / Sign up

Export Citation Format

Share Document