Estimation of the maximum and minimum in a model for bounded, dependent data

DOI10.1016/S0167-7152(01)00198-5zbMath1019.62083OpenAlexW2035130383MaRDI QIDQ1613016

Adam T. Martinsek

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00198-5

zbMATH Keywords

beta autoregressive processprecise estimationstrong mixingasymptotic independencestopping rules

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)

Cites Work

• Sequential estimation of the mean of a first-order stationary autoregressive process
• Almost sure invariance principles for partial sums of mixing B-valued random variables
• The performance of a sequential procedure for the estimation of the mean
• Maxima and minima of stationary sequences
• An Autoregressive Process for Beta Random Variables
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals
• Sequential estimation of the maximum in a model for corrosion data

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