Asymptotic behavior of variance of best unbiased linear estimate of unknown mean of stationary random process obtained by uniform division of observation interval

DOI10.1007/BF01096976zbMath0288.62039MaRDI QIDQ1846717

Publication date: 1974

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15) Markov processes: estimation; hidden Markov models (62M05) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

Stochastic processes and integral equations

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