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