A generalized semi-Pareto minification process
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Publication:1015460
DOI10.1007/s00362-006-0017-4zbMath1168.62383MaRDI 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 distribution; consistent estimators; semi-Pareto distribution; geometric extremes; uniformly mixing sequences
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62G32: Statistics of extreme values; tail inference
62M05: Markov processes: estimation; hidden Markov models
62M99: Inference from stochastic processes
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A mixed stationary autoregressive model with exponential marginals, Random coefficient minification processes, Four general multivariate stationary extremal Markovian processes
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