Linear programming estimators and bootstrapping for heavy tailed phenomena

Advances in Applied Probability

Volumn 29, Issue 3, 1997, Pages 759-805

  Feigin, Paul D ^a   Resnick, Sidney I ^b,c  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

^b Department of Obstetrics Gynecology   (United States)

^c Cornell University   (United States)

Author keywords

Autoregressive processes; Bootstrap; Consistency; Linear programming; Parameter estimation; Poisson processes; Random measure; Time series analysis; Weak convergence

Indexed keywords

ASYMPTOTIC STABILITY; CONVERGENCE OF NUMERICAL METHODS; PARAMETER ESTIMATION; PROBABILITY; RANDOM PROCESSES; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

AUTOREGRESSIVE TIME SERIES; BOOTSTRAPPING; POISSON PROCESSES; WEAK CONVERGENCE;

LINEAR PROGRAMMING;

EID: 0031224028     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0001867800028330     Document Type: Article

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