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

✍ Scribed by Adam T. Martinsek

Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 140 KB
Volume: 56
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(01)00198-5

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✦ Synopsis

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

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