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

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  • Martinsek, Adam T.
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    Abstract

    Estimation of the maximum and minimum is considered in a random coefficient autoregressive model for bounded data. Limiting distributions and confidence intervals are obtained, for nonrandom sample sizes and also for a stopping rule designed to achieve sufficient precision of the estimates.

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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 56 (2002)
    Issue (Month): 4 (February)
    Pages: 381-393

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    Handle: RePEc:eee:stapro:v:56:y:2002:i:4:p:381-393

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    Related research

    Keywords: Beta autoregressive process Strong mixing Asymptotic independence Precise estimation Stopping rule;

    References

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    1. Martinsek, Adam T., 2001. "Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals," Statistics & Probability Letters, Elsevier, vol. 51(1), pages 53-61, January.
    2. Adam Martinsek, 2000. "Sequential Estimation of the Maximum in a Model for Corrosion Data," Annals of the Institute of Statistical Mathematics, Springer, vol. 52(4), pages 646-657, December.
    3. Ed McKenzie, 1985. "An Autoregressive Process for Beta Random Variables," Management Science, INFORMS, vol. 31(8), pages 988-997, August.
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