Tail index estimation in the presence of long-memory dynamics.

Tucker McElroy Agnieszka Jach

Published in: Comput. Stat. Data Anal. (2012)

Keyphrases

index structure
database
memory requirements
estimation algorithm
pruning power
dynamical systems
memory space
nearest neighbor
main memory
estimation accuracy
structural similarity
robust estimation
memory size
hash table
memory management
external memory
memory usage
data structure
genetic algorithm
databases