On the estimation of the mean of weakly stationary and polynomial weakly stationary sequences
From MaRDI portal
Publication:2638700
DOI10.1016/0047-259X(90)90014-9zbMath0717.62077MaRDI QIDQ2638700
Publication date: 1990
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
consistencyefficiencyhypergroupslinear unbiased estimatorsmean estimatorspolynomial weakly stationary processweakly stationary sequences
Related Items (6)
Prediction of weakly stationary sequences on polynomial hypergroups ⋮ Hyper-weakly harmonizable processes and operator families ⋮ Spectral measures of factor of i.i.d. processes on vertex-transitive graphs ⋮ One-step prediction for \(P_ n\)-weakly stationary processes ⋮ On the esimation of covariance functions ofpn-weakly stantionary processes1 ⋮ On the consistency of weighted orthogonal series density estimators with respect toL1-norm
Cites Work
- Bochner theorems for hypergroups and their applications to orthogonal polynomial expansions
- Time series: theory and methods
- Géza Freud, orthogonal polynomials and Christoffel functions. A case study
- Stochastic processes indexed by hypergroups. I
- Spaces with an abstract convolution of measures
- Stochastic processes. A survey of the mathematical theory
- Banach algebras for Jacobi series and positivity of a kernel
- Orthogonal polynomials
- Linearization of the Product of Jacobi Polynomials. I
- An Extension of a Theorem of G. Szego and Its Application to the Study of Stochastic Processes
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: On the estimation of the mean of weakly stationary and polynomial weakly stationary sequences
