Work

Tail index estimation for tail adversarial stable time series with an application to high‐dimensional tail clustering

Year: 2024

Type: article

Source: Journal of Time Series Analysis

DOI: 10.1111/jtsa.12785

Authors: Hanyue Cao, Jingying Gao, Yu Shao, T. N. Sriram, Weiliang Wang, Fei Wen, Ting Zhang

Institutions: Boston University, University of Georgia

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: National Science Foundation, National Science Foundation of Sri Lanka

Awards: CAREER: Statistical Inference of Tail Dependent Time Series, G8714098585

OpenAlex ID: W4403583079

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Cites: 75

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Related to: 10