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http://purl.org/purl/2107
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Title: | Estimation for the semipareto processes |
Authors: | Balakrishna, N Science |
Keywords: | α-mixing consistent and asymptotically normal estimators Ergodicity Pareto process |
Issue Date: | 1998 |
Publisher: | Taylor & Francis |
Abstract: | This paper proposes different estimators for the parameters of SemiPareto and Pareto autoregressive minification processes The asymptotic properties of the estimators are established by showing that the SemiPareto process is α-mixing. Asymptotic variances of different moment and maximum likelihood estimators are compared. |
URI: | http://dyuthi.cusat.ac.in/xmlui/purl/2107 |
ISSN: | 0361-0926 |
Appears in Collections: | Dr.N. Balakrishna
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