Non-standard asymptotics in an inhomogeneous gamma process
Year of publication: |
2005
|
---|---|
Authors: | Bandyopadhyay, Nibedita ; Sen, Ananda |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 57.2005, 4, p. 703-732
|
Publisher: |
Springer |
Subject: | Asymptotics | maximum likelihood estimation | modulated power law process | power law process | recurrent event |
-
Duration dependence in bull and bear stock marlets
Zhou, Haigang, (2011)
-
Duration dependence in US business cycles: An analysis using the modulated power law process
Zhou, Haigang, (2008)
-
A new bounded log-linear regression model
Wang, HaiYing, (2014)
- More ...
-
Stochastic process - Non-standard asymptotics in an inhomogeneous gamma process
Bandyopadhyay, Nibedita, (2005)
-
Sen, Ananda, (2013)
-
On the Interrelation Between the Sample Mean and the Sample Variance
Sen, Ananda, (2012)
- More ...