Ristić, Miroslav; Popović, Biljana Č. Parameter estimation for uniform maximum process. (English) Zbl 1084.62085 Novi Sad J. Math. 34, No. 1, 47-51 (2004). The authors give some properties for the uniform maximum process introduced by P.A.W. Lewis and Ed McKenzie [see J. Appl. Probab. 28, 45–57 (1991; Zbl 0729.60028)]. Some estimation methods concerning the parameters of the process are given, and it is shown that the conditional least squares estimator is strongly consistent and has an asymptotically normal distribution. Reviewer: Vesna Jevremović (Beograd) MSC: 62M09 Non-Markovian processes: estimation 62F12 Asymptotic properties of parametric estimators 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) Keywords:random coefficient representation; conditional least squares Citations:Zbl 0729.60028 PDFBibTeX XMLCite \textit{M. Ristić} and \textit{B. Č. Popović}, Novi Sad J. Math. 34, No. 1, 47--51 (2004; Zbl 1084.62085) Full Text: EuDML