Parameter estimation for uniform maximum process

zbMATH Open1084.62085MaRDI QIDQ3377669FDOQ3377669

Authors: Miroslav M. Ristić, Biljana Popović 

Publication date: 28 March 2006

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

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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)

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