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

Adam T. Martinsek

Statistics & Probability Letters, 2002, vol. 56, issue 4, 381-393

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.

Keywords: Beta; autoregressive; process; Strong; mixing; Asymptotic; independence; Precise; estimation; Stopping; rule (search for similar items in EconPapers)
Date: 2002
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