Tail index estimation for tail adversarial stable time series with an application to high-dimensional tail clustering

Recommended citation: Cao, H., Gao, J., Shao, Y., Sriram, T. N., Wang, W., Wen, F. and Zhang, T. (2024). Tail index estimation for tail adversarial stable time series with an application to high-dimensional tail clustering. Journal of Time Series Analysis.
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