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Moment-based tail index estimation

, and . Journal of Statistical Planning and Inference, 137 (4): 1389--1406 (Apr 1, 2007)

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Large sample theory for statistics of stable moving averages, and . Journal of Nonparametric Statistics, 16 (3): 623--657 (2004)FLIP: A Utility Preserving Privacy Mechanism for Time Series., , and . J. Mach. Learn. Res., (2023)An iterated parametric approach to nonstationary signal extraction, and . Computational Statistics & Data Analysis, 50 (9): 2206--2231 (May 1, 2006)Moment-based tail index estimation, and . Journal of Statistical Planning and Inference, 137 (4): 1389--1406 (Apr 1, 2007)FLIP: A Utility Preserving Privacy Mechanism for Time Series., , and . CoRR, (2022)