Estimation and inference for heavy-tailed threshold time series models

Yaxing Yang

doi:10.14711/thesis-b1627129

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Estimation and inference for heavy-tailed threshold time series models

Yaxing Yang

Year: 2016

DOI: 10.14711/thesis-b1627129

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Keywords:

Inference Series (stratigraphy) Estimation Time series Computer science Statistics Econometrics Data mining Machine learning Mathematics Artificial intelligence Engineering Geology

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Fault Detection and Control Systems

Physical Sciences → Engineering → Control and Systems Engineering

Neural Networks and Applications

Physical Sciences → Computer Science → Artificial Intelligence

Estimation and inference for heavy-tailed threshold time series models

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