Parameter Estimation in Minification Processes
| Data(s) |
17/03/2011
17/03/2011
2003
|
|---|---|
| Resumo |
In this article it is proved that the stationary Markov sequences generated by minification models are ergodic and uniformly mixing. These results are used to establish the optimal properties of estimators for the parameters in the model. The problem of estimating the parameters in the exponential minification model is discussed in detail. |
| Identificador |
0361-0926 Communications in Statistics - Theory and Methods, Volume 32, Issue 11 January 2003 , pages 2139 - 2152 |
| Idioma(s) |
en |
| Publicador |
Taylor & Francis |
| Palavras-Chave | #Consistent and asymptotically normal estimators #Ergodicity #Exponential distribution #Minification models #Uniformly mixing sequences |
| Tipo |
Working Paper |
