I have a time series of values that may be described as normally skewed or distributed. This is collected from varying degrees of positive and negative integers over time. I then inspect the histogram to see the distribution of these integers and sometimes find an extremely long tail in either the positive or negative direction.
My question is, since I want to identify these tails, are there methods to determine the point at which the distribution becomes 'long-tailed'? As in is there is a way to quantify the thickness of the tail of a distribution?