Pages that link to "Item:Q4371842"

The following pages link to On estimating linear functional of the covariance function of a stationary process (Q4371842):

Displaying 18 items.

• Mean and autocovariance function estimation near the boundary of stationarity (Q527991) (← links)
• On the order of convergence in linear mean estimation of weakly stationary stochastic processes (Q689180) (← links)
• Covariance function of vector self-similar processes (Q1038436) (← links)
• Linear optimal estimation on nonstationary stochastic processes and factorization of correlation operators (Q1119235) (← links)
• Linear mean estimation of weakly stationary stochastic processes under the aspects of optimality and asymptotic optimality (Q1177213) (← links)
• Efficiency of linear predictors for periodic processes using an incorrect covariance function (Q1361760) (← links)
• Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients (Q1755118) (← links)
• A note on autocovariance estimation in the presence of discrete spectra (Q1897084) (← links)
• Variance function estimation of a one-dimensional nonstationary process (Q2325313) (← links)
• The generalised autocovariance function (Q2346029) (← links)
• On estimating the cumulant generating function of linear processes (Q2502138) (← links)
• Unbiased estimation of the autocovariance function in a stationary generalized lognormal process (Q3028133) (← links)
• On the Estimation of Integrated Covariance Functions of Stationary Random Fields (Q3077781) (← links)
• Spectral density estimation through a regularized inverse problem (Q3094078) (← links)
• On a relationship between the inverse of a stationary covariance matrix and the linear interpolator (Q3481011) (← links)
• Linear estimation of the mean value of a stationary random process with convex correlation function (Q3849293) (← links)
• On the convergence of the minimum variance spectral estimator in nonstationary noise (Q3980938) (← links)
• (Q4208793) (← links)