scientific article; zbMATH DE number 4131496

MaRDI QIDQ3033162zbMATH OpenFDO

Authors George Mathew, W. P. McCormick

Publication date 1989

zbMATH Keywords

limit distributionsautocorrelation coefficientextreme value statisticextreme value estimatorasymptotic essentially nonparametric confidence interval

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Central limit and other weak theorems (60F05)

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Cited in

(2)

• Estimation for first-order autoregressive processes with positive or bounded innovations
• Interval estimation for a first-order positive autoregressive process

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