A generalized semi-Pareto minification process
Publication:1015460
DOI10.1007/s00362-006-0017-4zbMath1168.62383OpenAlexW2139838904MaRDI QIDQ1015460
Publication date: 8 May 2009
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-006-0017-4
Pareto distributionconsistent estimatorssemi-Pareto distributiongeometric extremesuniformly mixing sequences
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99)
Related Items
Cites Work
- Bivariate semi-Pareto minification processes.
- Bivariate semi-Pareto distributions and processes
- Semi-Pareto processes
- Minification processes and their transformations
- Pareto processes
- Estimation for the semipareto processes
- Parameter Estimation in Minification Processes
- Analysis of Incomplete Durations with Application to Contraceptive Use
This page was built for publication: A generalized semi-Pareto minification process