Estimation of the maximum and minimum in a model for bounded, dependent data
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References listed on IDEAS
- 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.
- Ed McKenzie, 1985. "An Autoregressive Process for Beta Random Variables," Management Science, INFORMS, vol. 31(8), pages 988-997, August.
- Adam Martinsek, 2000. "Sequential Estimation of the Maximum in a Model for Corrosion Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(4), pages 646-657, December.
More about this item
KeywordsBeta autoregressive process Strong mixing Asymptotic independence Precise estimation Stopping rule;
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