✦ LIBER ✦

A technique for diminishing the bias of estimates of variance for a class of noncentered and nonstationary stochastic processes

✍ Scribed by I. I. Volkov; V. K. Semenychev; V. V. Motov

Book ID: 112467678
Publisher: Springer US
Year: 1977
Tongue: English
Weight: 364 KB
Volume: 20
Category: Article
ISSN: 0033-8443
DOI: 10.1007/bf01039371

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimation for a class of nonstationary

Estimation for a class of nonstationary processes

✍ Keh-Shin Lii; Murray Rosenblatt 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 463 KB

Method of designing hardware for estimat

Method of designing hardware for estimating the correlation interval of a noncentered stationary stochastic process

✍ I. I. Volkov; V. V. Motov; A. P. Tokarev 📂 Article 📅 1976 🏛 Springer US 🌐 English ⚖ 227 KB

Time-varying spectrum estimation for a g

Time-varying spectrum estimation for a general class of nonstationary processes

✍ Amin, M.G. 📂 Article 📅 1986 🏛 IEEE 🌐 English ⚖ 304 KB

The Action Functional for a Class of Sto

The Action Functional for a Class of Stochastic Processes

✍ Freidlin, M. I. 📂 Article 📅 1973 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 585 KB

Applications of a formula for the varian

Applications of a formula for the variance function of a stochastic process

✍ Ruzong Fan; Kenneth Lange; Edsel Peña 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 104 KB

This paper uses Itô's formula to obtain a representation of the variance function of a class of stochastic processes having right continuous paths with left limits. The representation allows one to generalize recent results of Ball and Faddy concerning over-and under-dispersion of pure birth process

A class of shrinkage estimators for the

A class of shrinkage estimators for the variance of a normal population

✍ Housila P. Singh; Rajesh Singh 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 240 KB