scientific article; zbMATH DE number 6603212

zbMATH Open1345.60015MaRDI QIDQ3178417FDOQ3178417

Authors: Mami Tawfiq Fawzi, Ouadjed Hakim 

Publication date: 13 July 2016

Full work available at URL: http://probstat.org.in/PSF-2016-07.pdf

Title of this publication is not available (Why is that?)

Recommendations

• Semi-parametric estimation of a stationary, non-necessary causal AR(P) process with infinite variance
• Empirical processes for infinite variance autoregressive models
• M-estimation for autoregression with infinite variance
• scientific article; zbMATH DE number 5931621
• Guaranteed parameter estimation in a first order autoregressive progress with infinite variance
• Parameter estimation for ARMA models with infinite variance innovations
• Non-stationary autoregressive processes with infinite variance

zbMATH Keywords

asymptotic normalityextreme value theorytail index estimationautoregressive processes

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Central limit and other weak theorems (60F05)

Cited In (6)

• Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes
• A method for fitting stable autoregressive models using the autocovariation function
• Title not available (Why is that?)
• Estimation for heavy tailed moving average process
• Semi-parametric estimation of a stationary, non-necessary causal AR(P) process with infinite variance
• Empirical processes for infinite variance autoregressive models

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3178417)