Empirical Transform Estimation for Indexed Stochastic Models

DOI10.1111/1467-9868.00167zbMath0913.62023OpenAlexW2046368014MaRDI QIDQ4238693

Qiwei Yao, Byron J. T. Morgan

Publication date: 10 June 1999

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00167

zbMATH Keywords

Laplace transformleast squares estimatorgrowth modelmean-squared errorsempirical transformdiagonal optimizationindexed stochastic models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

Related Items (6)

Efficient and robust estimation for the one-sided stable distribution of index \({1}/{2}\) ⋮ First passage time of a Lévy degradation model with random effects ⋮ Transform martingale estimating functions ⋮ SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE ⋮ On inference from Markov chain macro-data using transforms ⋮ Data-Transformation and Test of Fit for the Generalized Pareto Hypothesis

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