Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series
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Published:2023
Issue:
Volume:
Page:
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ISSN:1017-0405
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Container-title:Statistica Sinica
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language:
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Short-container-title:STAT SINICA
Author:
Betken Annika,Giraudo Davide,Kulik Rafal
Publisher
Statistica Sinica (Institute of Statistical Science)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability