Parameter estimation for uniform maximum process

MaRDI QIDQ3377669zbMATH OpenFDO

Authors Miroslav M. Ristić, Biljana Popović

Publication date 28 March 2006

Full work available at URL https://eudml.org/doc/229735

zbMATH Keywords

conditional least squaresrandom coefficient representation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Recommendations

• scientific article; zbMATH DE number 1823883
• Quick consistency of quasi-maximum likelihood estimators in a multivariate Poisson process
• scientific article; zbMATH DE number 1868907
• On minimum uniform metric estimate of parameters of diffusion-type processes
• Asymptotic distributions and application of estimation of location parameters of uniform distributions

This page was built for publication: Parameter estimation for uniform maximum process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3377669)