On tail parameter estimation in certain point process models

DOI10.1016/S0378-3758(96)00128-0zbMath0874.60040WikidataQ126382692 ScholiaQ126382692MaRDI QIDQ1361753

Reinhard Hoepfner

Publication date: 2 November 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

optimalityHill estimatortail parametersneighbourhoods of a parametric model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

Estimating a Stability Parameter: Asymptotics and Simulations ⋮ Estimating the index of a stable law via the pot-method

Cites Work

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• Approximate distributions of order statistics. With applications to nonparametric statistics
• Poisson approximation of empirical processes
• A simple general approach to inference about the tail of a distribution
• Two comments on parameter estimation in stable processes
• A note on estimation for gamma and stable processes
• Asymptotic inference about a density function at an end of its range

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