Parameter Estimation in Minification Processes

DOI10.1081/STA-120024472MaRDI QIDQ4428264zbMATH OpenFDO

Authors

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)

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Cites work

• scientific article; zbMATH DE number 3502497 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A characterization of the Pareto process among stationary stochastic processes of the form \(X_ n=c\,\min (X_{n-1},Y_ n)\)
• An exponential Markovian stationary process
• Estimation for the semipareto processes
• Estimation of the mean of some stationary markov sequences
• Extremes and related properties of random sequences and processes
• First-order autoregressive gamma sequences and point processes
• Minification processes and their transformations
• Pareto processes
• Semi-Pareto processes
• Simulation of weibull and gamma autoregressive stationary process

Cited in

(12)

• Random coefficient minification processes
• Minification processes and their transformations
• Parameter choice methods using minimization schemes
• Marshall-Olkin bivariate Weibull distributions and processes
• scientific article; zbMATH DE number 2186046 (Why is no real title available?)
• General multivariate Weibull 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
• scientific article; zbMATH DE number 1823883 (Why is no real title available?)
• Minification processes with discrete marginals

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