Empirical Transform Estimation for Indexed Stochastic Models

DOI10.1111/1467-9868.00167MaRDI QIDQ4238693zbMATH OpenOpenAlexFDO

Authors Qiwei Yao, Byron J. T. Morgan

Publication date 10 June 1999

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9868.00167

zbMATH Keywords

diagonal optimizationempirical transformgrowth modelindexed stochastic modelsLaplace transformleast squares estimatormean-squared errors

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

Recommendations

• Transform martingale estimating functions
• Estimation of a semiparametric transformation model
• Empirical estimates in stochastic optimization and identification
• On statistical transform methods and their efficiency
• The Estimation of Transformation Models

Cited in

(7)

• Efficient and robust estimation for the one-sided stable distribution of index \({1}/{2}\)
• First passage time of a Lévy degradation model with random effects
• Transform martingale estimating functions
• Data-Transformation and Test of Fit for the Generalized Pareto Hypothesis
• SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE
• On inference from Markov chain macro-data using transforms
• Optimal design approach to GMM estimation of parameters based on empirical transforms

This page was built for publication: Empirical Transform Estimation for Indexed Stochastic Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4238693)