Estimation for the semipareto processes

DOI10.1080/03610929808832229MaRDI QIDQ4216595zbMATH OpenOpenAlexFDO

Authors

Publication date 3 November 1998

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929808832229

zbMATH Keywords

alpha-mixingasymptotically normal estimatorsautoregressive minification processesconsistent estimatorsergodicityPareto processes

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A characterization of the Pareto process among stationary stochastic processes of the form \(X_ n=c\,\min (X_{n-1},Y_ n)\)
• An exponential Markovian stationary process
• Approximation theorems of mathematical statistics
• Estimation of the mean of some stationary markov sequences
• ESTIMATION OF THE PARAMETERS OF AN EAR(p) PROCESS
• scientific article; zbMATH DE number 3701980 (Why is no real title available?)
• Minification processes and their transformations
• Pareto processes
• Semi-Pareto processes
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL

Cited in

(7)

• A generalized semi-Pareto minification process
• Bivariate semi-Pareto distributions and processes
• Empirical estimators for semi-Markov processes
• Stationary bivariate minification processes
• Semi-Pareto processes
• Parameter Estimation in Minification Processes
• On generalized semi-Pareto and semi-Burr distributions and random coefficient minification processes

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