On the order of convergence in linear mean estimation of weakly stationary stochastic processes
type: Item
instance of: scholarly article
title: On the order of convergence in linear mean estimation of weakly stationary stochastic processes
zbMATH Open document ID: 0778.62079
DOI: 10.1016/0304-4149(93)90100-I
author: M. Nießner
author: Rupert Lasser
published in: Stochastic Processes and their Applications
publication date: 1994-01-13T00:00:00Z
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60G12
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 440132
zbMATH Keywords: order of convergence
zbMATH Keywords: linear mean estimation
zbMATH Keywords: orthogonal polynomials
zbMATH Keywords: weakly stationary process
zbMATH Keywords: spectral density
MaRDI profile type: Publication
cites work: Q5621638
cites work: Q3327759
cites work: An Extension of a Theorem of G. Szego and Its Application to the Study of Stochastic Processes
cites work: Q3324253
cites work: Linear mean estimation of weakly stationary stochastic processes under the aspects of optimality and asymptotic optimality
cites work: An asymptotically efficient estimate in time series analysis
description: scientific article; zbMATH DE number 440132