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Avtomatika i Telemekhanika, 1983, Issue 6, Pages 62–65 (Mi at5139)  
Stochastic Systems

On estimating variance functions of ergodic random processes

P. Varlaki, L. Szeidl

Budapesht, VNR
Full-text PDF (516 kB)
Abstract: The cross variance function of continuous ergodic stationary random processes are estimated from one their realization. Consistence and asymptotic non-biasness of the resultant estimates are Droved.

Received: 26.11.1981
Bibliographic databases:
Document Type: Article
UDC: 519.27
Language: Russian
Citation: P. Varlaki, L. Szeidl, “On estimating variance functions of ergodic random processes”, Avtomat. i Telemekh., 1983, no. 6, 62–65; Autom. Remote Control, 44:6 (1983), 737–739
Citation in format AMSBIB
\Bibitem{VarSze83}
\by P.~Varlaki, L.~Szeidl
\paper On estimating variance functions of ergodic random processes
\jour Avtomat. i Telemekh.
\yr 1983
\issue 6
\pages 62--65
\mathnet{http://mi.mathnet.ru/at5139}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=726650}
\zmath{https://zbmath.org/?q=an:0525.93059}
\transl
\jour Autom. Remote Control
\yr 1983
\vol 44
\issue 6
\pages 737--739
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