An estimator of location for dependent data

DOI10.1093/BIOMET/69.2.473zbMath0494.62034OpenAlexW2007362830MaRDI QIDQ3957790

Mete Sirvanci

Publication date: 1982

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/69.2.473

zbMATH Keywords

order statisticslogistic distributionasymptotic normalityasymptotic variancesample meanHodges-Lehmann estimatorasymptotically best linear unbiased estimatorestimator of locationstrictly stationary first-order Gaussian autoregressive processesstrongly-mixing dependent data

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

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