scientific article; zbMATH DE number 1752433

MaRDI QIDQ4533200zbMATH OpenFDO

Authors Monica Dumitrescu

Publication date 9 June 2002

zbMATH Keywords

maximum likelihood estimateminimum AIC estimatetime series

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(5)

• Statistical inference for two Markov binomial models with applications
• Estimation of jump Box-Jenkins models
• On jump disturbance models in statistical process control.
• Estimation of the Hurst parameter in the simultaneous presence of jumps and noise
• Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model

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