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Please use this identifier to cite or link to this item: http://purl.org/purl/2107

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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