| dc.contributor.author |
Balakrishna, N |
|
| dc.date.accessioned |
2011-03-19T09:51:47Z |
|
| dc.date.available |
2011-03-19T09:51:47Z |
|
| dc.date.issued |
1998 |
|
| dc.identifier.issn |
0361-0926 |
|
| dc.identifier.other |
Communications in Statistics - Theory and Methods, Volume 27, Issue 9 1998 , pages 2307 - 2323 |
|
| dc.identifier.uri |
http://dyuthi.cusat.ac.in/xmlui/purl/2107 |
|
| dc.description.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. |
en_US |
| dc.language.iso |
en |
en_US |
| dc.publisher |
Taylor & Francis |
en_US |
| dc.subject |
α-mixing |
en_US |
| dc.subject |
consistent and asymptotically normal estimators |
en_US |
| dc.subject |
Ergodicity |
en_US |
| dc.subject |
Pareto process |
en_US |
| dc.title |
Estimation for the semipareto processes |
en_US |
| dc.type |
Working Paper |
en_US |
| dc.contributor.faculty |
Science |
en_US |