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TITLE: Can Markov switching model generate long memory?  Full Text
AUTHORS: Changryong Baek; Natercia Fortuna ; Vladas Pipiras;
PUBLISHED: 2014, SOURCE: ECONOMICS LETTERS, VOLUME: 124, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef: 2
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TITLE: Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known  Full Text
AUTHORS: Changryong Baek; Vladas Pipiras;
PUBLISHED: 2010, SOURCE: JOURNAL OF STATISTICAL PLANNING AND INFERENCE, VOLUME: 140, ISSUE: 7
INDEXED IN: Scopus WOS CrossRef