Estimation for the semipareto processes

DOI10.1080/03610929808832229zbMath0907.62094OpenAlexW2067613496MaRDI QIDQ4216595

No author found.

Publication date: 3 November 1998

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929808832229

zbMATH Keywords

alpha-mixingergodicityconsistent estimatorsasymptotically normal estimatorsPareto processesautoregressive minification processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Related Items

On generalized semi-Pareto and semi-Burr distributions and random coefficient minification processes, Stationary bivariate minification processes, Parameter Estimation in Minification Processes, A generalized semi-Pareto minification process

Cites Work

• Unnamed Item
• Unnamed Item
• A characterization of the Pareto process among stationary stochastic processes of the form \(X_ n=c\,\min (X_{n-1},Y_ n)\)
• Estimation of the mean of some stationary markov sequences
• Semi-Pareto processes
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• Minification processes and their transformations
• Pareto processes
• An exponential Markovian stationary process
• ESTIMATION OF THE PARAMETERS OF AN EAR(p) PROCESS