Likelihood-based inference for record models

DOI10.1016/j.crma.2017.10.001zbMath1377.62181OpenAlexW2762123742MaRDI QIDQ1677888

Zaher Khraibani, Anis S. Hoayek, Gilles R. Ducharme

Publication date: 13 November 2017

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2017.10.001

zbMATH Keywords

time seriesestimatorslinear driftrecord sequencejoint likelihoodupper recordYang-Nevzorov

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Statistics of extreme values; tail inference (62G32)

Cites Work

• Distribution-free inference in record series
• Maximum likelihood estimators in a statistical model of natural catastrophe claims with trend
• On the distribution of the inter-record times in an increasing population
• On records and related processes for sequences with trends

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