For a multivariate stationary time series, we propose a nonparametric estimator for its generalized prediction error variance using a multivariate analog of the ...
Researchers have created a prediction method that comes startlingly close to real-world results. It works by aiming for ...
This is a preview. Log in through your library . Abstract Estimation of the Pareto tail index from extreme order statistics is an important problem in many settings. The upper tail of the distribution ...
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