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%0 Journal Article
%1 Ling2004
%A Ling, Shiqing
%A Peng, Liang
%D 2004
%J Journal of Statistical Planning and Inference
%K ARMA model
%N 2
%P 279--293
%T Hill's estimator for the tail index of an ARMA model
%U http://www.sciencedirect.com/science/article/B6V0M-48KW09H-3/1/452cd63ffd9f4d8929827f6aa265c7cb
%V 123
@article{Ling2004,
added-at = {2008-04-23T22:05:04.000+0200},
author = {Ling, Shiqing and Peng, Liang},
biburl = {https://www.bibsonomy.org/bibtex/2ee7baed98488f19f64d3f1731d6f0ab6/smicha},
day = 01,
interhash = {4b9ed1bc1cd1b324672a93fcbea24713},
intrahash = {ee7baed98488f19f64d3f1731d6f0ab6},
journal = {Journal of Statistical Planning and Inference},
keywords = {ARMA model},
month = Jul,
number = 2,
pages = {279--293},
timestamp = {2008-04-23T22:19:52.000+0200},
title = {Hill's estimator for the tail index of an ARMA model},
url = {http://www.sciencedirect.com/science/article/B6V0M-48KW09H-3/1/452cd63ffd9f4d8929827f6aa265c7cb},
volume = 123,
year = 2004
}
