The two-parameter inverse Gaussian distribution is found to have useful applications in a wide variety of fields. The uniformly minimum variance estimator of its mean is known and is the sample mean; ...
For a one-parameter exponential family of distributions, a method to find the uniformly minimum variance unbiased (UMVU) estimator based on the complete sufficient statistic is given in Jani and Dave ...
The exponentially weighted moving average (EWMA) estimator is widely used to forecast the conditional volatility of short-horizon asset returns. The EWMA estimator is appropriate when returns are ...
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