An extension of Driml-Nedoma continuous stochastic approximation procedure
The most general sequence, with Gumbel margins, generated by maxima procedures in an auto-regressive way (one step) is defined constructively and its properties obtained; some remarks for statistical estimation are presented.
We consider a measure of the diversity of a population based on the λ-measure of hypoentropy introduced by Ferreri (1980). Our purpose is to study its asymptotic distribution in a stratified sampling and its application to testing hypothesis. A numerical example based on real data is given.
Let and be stationarily cross-correlated multivariate stationary sequences. Assume that all values of and all but one values of are known. We determine the best linear interpolation of the unknown value on the basis of the known values and derive a formula for the interpolation error matrix. Our assertions generalize a result of Budinský [1].