Parameter Estimation in Minification Processes

DOI10.1081/STA-120024472zbMATH Open1131.62315MaRDI QIDQ4428264FDOQ4428264

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Publication date: 14 September 2003

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

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Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Extremes and related properties of random sequences and processes
• Title not available (Why is that?)
• Simulation of weibull and gamma autoregressive stationary process
• First-order autoregressive gamma sequences and point processes
• An exponential Markovian stationary process
• Pareto processes
• Semi-Pareto processes
• Minification processes and their transformations
• Estimation for the semipareto 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

Cited In (12)

• Random coefficient minification processes
• Minification processes and their transformations
• General multivariate Weibull processes
• Parameter choice methods using minimization schemes
• Title not available (Why is that?)
• Marshall-Olkin bivariate Weibull distributions and processes
• Stationary bivariate minification processes
• A generalized semi-Pareto minification process
• Towards global parameter estimation exploiting reduced data sets
• Lindley first-order autoregressive model with applications
• Title not available (Why is that?)
• Minification processes with discrete marginals

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