Generalized method of moments for an extended gamma process

DOI10.1080/03610926.2017.1361988OpenAlexW2588942107MaRDI QIDQ5160288

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Publication date: 28 October 2021

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1361988

zbMATH Keywords

Laplace transformgeneralized method of momentsparametric estimationextended gamma processprocess with nonstationary independent increments

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Reliability and life testing (62N05)

Related Items (2)

A time-discrete and zero-adjusted gamma process model with application to degradation analysis ⋮ Stochastic comparisons and ageing properties of an extended gamma process

Cites Work

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• Large Sample Properties of Generalized Method of Moments Estimators
• Approximate simulation techniques and distribution of an extended gamma process
• A Bayesian nonparametric approach to reliability
• Empirical likelihood and general estimating equations
• Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes
• On a generalization of gamma processes
• On Some Fourier Methods for Inference
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Handbook of econometrics. Vol. 4

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