Parameter estimation for first-order bifurcating autoregressive processes with Weibull innova\-tions

DOI10.1016/J.SPL.2011.08.014zbMATH Open1225.62131OpenAlexW2057415801MaRDI QIDQ645457FDOQ645457

Authors: Chenhua Zhang 

Publication date: 15 November 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.08.014

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zbMATH Keywords

point processregular variationHill's estimatortail index

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Asymptotic distribution theory in statistics (62E20)

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• On Interchanging Limits and Integrals
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• Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
• Estimation for first-order autoregressive processes with positive or bounded innovations

Cited In (1)

• Estimation for a first-order bifurcating autoregressive process with heavy-tail innovations

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