Asymptotic behavior of the variance of the best linear unbiased estimator for the mean of a discrete-time singular stationary process

DOI10.3103/S1068362319060074zbMath1458.62194OpenAlexW2998518358MaRDI QIDQ2173213

N. Babayan, Mamikon S. Ginovyan

Publication date: 22 April 2020

Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1068362319060074

zbMATH Keywords

meanexponential ratevariance and spectral density

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Prediction theory (aspects of stochastic processes) (60G25)

Uses Software

• longmemo

Cites Work

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• On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance
• Stochastic processes and statistical inference

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