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Convergence conditions for variance estimator of Gaussian stationary stochastic processes in Orlicz spaces - MaRDI portal

Convergence conditions for variance estimator of Gaussian stationary stochastic processes in Orlicz spaces

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Publication:4272047

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DOI10.1007/BF02114050zbMath0835.62073MaRDI QIDQ4272047

A. I. Stadnik

Publication date: 19 January 1994

Published in: Journal of Mathematical Sciences (Search for Journal in Brave)

zbMATH Keywords

Orlicz spaces variance estimation convergence conditions Gaussian stationary stochastic processes

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

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