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stat.ME2018
Parameter Estimation of absolute continuous four parameter Geometric Marshall-Olkin bivariate Pareto Distribution
Biplab Paul, Arabin Kumar Dey, Arjun K Gupta +1
In this paper we formulate a four parameter absolute continuous Geometric Marshall-Olkin bivariate Pareto distribution and study its parameter estimation through EM algorithm and a…
stat.ME2016
Adjusted Empirical Likelihood for Long-memory Time Series Models
Ramadha D. Piyadi Gamage, Wei Ning, Arjun K. Gupta
Empirical likelihood method has been applied to short-memory time series models by Monti (1997) through the Whittle's estimation method. Yau (2012) extended this idea to long-memor…
stat.ME2016
Adjusted Empirical Likelihood for Time Series Models
Ramadha D. Piyadi Gamage, Wei Ning, Arjun K. Gupta
Empirical likelihood method has been applied to dependent observations by Monti (1997) through the Whittle's estimation method. Similar asymptotic distribution of the empirical lik…