On the order of convergence in linear mean estimation of weakly stationary stochastic processes

DOI10.1016/0304-4149(93)90100-IzbMath0778.62079MaRDI QIDQ689180

M. Nießner, Rupert Lasser

Publication date: 13 January 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

orthogonal polynomialsorder of convergencespectral densitylinear mean estimationweakly stationary process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12)

Cites Work

• Linear mean estimation of weakly stationary stochastic processes under the aspects of optimality and asymptotic optimality
• An asymptotically efficient estimate in time series analysis
• An Extension of a Theorem of G. Szego and Its Application to the Study of Stochastic Processes
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