Estimation for the semipareto processes |
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| Authors: | N Balakrishna |
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| Institution: | 1. Department of Statistics , Cochin University of Science &2. Technology , Cochin, 682 022, India |
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| 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. |
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| Keywords: | α-mixing consistent and asymptotically normal estimators ergodicity pareto process |
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