Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry

DOI10.1007/s00362-012-0449-yzbMath1307.62061OpenAlexW1969981565MaRDI QIDQ2392708

Christian H. Weiß, Hee-Young Kim

Publication date: 2 August 2013

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-012-0449-y

zbMATH Keywords

parameter estimationprocess capability indicesstock datathinning operations2-block jackknifebinomial \(\mathrm{AR}(1)\) model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Applications of statistics in engineering and industry; control charts (62P30)

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Cites Work

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