A generalized semi-Pareto minification process

DOI10.1007/s00362-006-0017-4zbMath1168.62383OpenAlexW2139838904MaRDI QIDQ1015460

Miroslav M. Ristić

Publication date: 8 May 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-006-0017-4

zbMATH Keywords

Pareto distributionconsistent estimatorssemi-Pareto distributiongeometric extremesuniformly mixing sequences

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99)

Related Items (4)

On a new generalization of Pareto distribution and its applications ⋮ A mixed stationary autoregressive model with exponential marginals ⋮ Four general multivariate stationary extremal Markovian processes ⋮ Random coefficient minification processes

Cites Work

• Bivariate semi-Pareto minification processes.
• Bivariate semi-Pareto distributions and processes
• Semi-Pareto processes
• Minification processes and their transformations
• Pareto processes
• Estimation for the semipareto processes
• Parameter Estimation in Minification Processes
• Analysis of Incomplete Durations with Application to Contraceptive Use

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