Browsing by Subject "Heavy-tail index"

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    • Article  

      A fine-tuned estimator of a general convergence rate 

      McElroy, T.; Politis, Dimitris Nicolas (2008)
      Summary A general rate estimation method based on the in-sample evolution of appropriately chosen diverging/converging statistics has recently been proposed by D.N. Politis [C. R. Acad. Sci. Paris, Ser. I, vol. 335, pp. ...