Parameter Estimation in Minification Processes

DOI10.1081/STA-120024472zbMath1131.62315MaRDI QIDQ4428264

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Publication date: 14 September 2003

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Related Items

Random coefficient minification processes ⋮ Marshall-Olkin bivariate Weibull distributions and processes ⋮ General Multivariate Weibull Processes ⋮ Stationary bivariate minification processes ⋮ A generalized semi-Pareto minification process ⋮ Lindley first-order autoregressive model with applications

Cites Work

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• Extremes and related properties of random sequences and processes
• 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
• Minification processes and their transformations
• Simulation of weibull and gamma autoregressive stationary process
• Pareto processes
• First-order autoregressive gamma sequences and point processes
• An exponential Markovian stationary process
• Estimation for the semipareto processes

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