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On the Estimation of the Mean in Stationary Processes

✍ Scribed by Vilenkin, S. Ya.


Book ID
118219594
Publisher
Society for Industrial and Applied Mathematics
Year
1959
Tongue
English
Weight
180 KB
Volume
4
Category
Article
ISSN
0040-585X

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Estimation of the mean of multivariate A
✍ M. AratΓ³; G. Pap; K. Varga πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 708 KB

In this paper, we show that for autoregressive processes the estimators of mean are consistent if the component of the process is 'periodical', and it is not the case if the component is a damping one. In the one-dimensional AR(l) case, the mean cannot be estimated well. In the complex AR(l), where