Unbiased estimation of the autocovariance function in a stationary generalized lognormal process

DOI10.1080/03610928708829496zbMath0625.62070OpenAlexW2054957878MaRDI QIDQ3028133

Kōsei Iwase, Kunio Shimizu

Publication date: 1987

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928708829496

zbMATH Keywords

autocovariance functionunbiased estimatorsnormalizing transformationrecursive-type functionstationary generalized lognormal processvariances of estimators

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

Related Items (1)

Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean

Cites Work

• On a simplified method of the estimation of the correlogram for a stationary Gaussian process
• Correction for Bias Introduced by a Transformation of Variables
• Umvu estimation for covariances and first product moments of transformed variables
• On a simplified method for the estimation of the correlogram for a stationary Gaussian process. II.
• On a simplified method of the estimation of the correlogram for a stationary Gaussian process. III.

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