Estimation for the semipareto processes
From MaRDI portal
Publication:4216595
DOI10.1080/03610929808832229zbMath0907.62094MaRDI QIDQ4216595
No author found.
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
alpha-mixing; ergodicity; consistent estimators; asymptotically normal estimators; Pareto processes; autoregressive minification processes
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation
Related Items
Parameter Estimation in Minification Processes, On generalized semi-Pareto and semi-Burr distributions and random coefficient minification processes, A generalized semi-Pareto minification process, Stationary bivariate minification processes
Cites Work
- Unnamed Item
- Unnamed Item
- A characterization of the Pareto process among stationary stochastic processes of the form \(X_ n=c\,\min (X_{n-1},Y_ n)\)
- Estimation of the mean of some stationary markov sequences
- Semi-Pareto processes
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- Minification processes and their transformations
- Pareto processes
- An exponential Markovian stationary process
- ESTIMATION OF THE PARAMETERS OF AN EAR(p) PROCESS