Navegação TCC Estatística por Autor "Anesi, Gennaro"
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Hypothesis test in long-range dependence processes with stable innovations
Anesi, Gennaro (2013) [Trabalho de conclusão de graduação]The main objetive of this paper is to analyze hypothesis tests for the stability parameter of the stable innovations, which determines the heaviness of the distribution's tails. We will consider both a simple z-test and ...