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Avtomatika i Telemekhanika, 1981, Issue 5, Pages 60–66 (Mi at5802)  
Stochastic Systems

Biased estimates of autocorrelation and cross-correlation functions of gaussian stationary random processes and sequences

S. Ya. Vilenkin, Yu. A. Nabatov

Moscow
Full-text PDF (976 kB)
Abstract: A recurrence algorithm is considered for obtaining biased point-wise estimates of correlation functions which are uniformly better, in the r.m.s. criterion, than unbiased ones.

Received: 29.01.1980
Bibliographic databases:
Document Type: Article
UDC: 519.27
Language: Russian
Citation: S. Ya. Vilenkin, Yu. A. Nabatov, “Biased estimates of autocorrelation and cross-correlation functions of gaussian stationary random processes and sequences”, Avtomat. i Telemekh., 1981, no. 5, 60–66; Autom. Remote Control, 42:5 (1981), 604–608
Citation in format AMSBIB
\Bibitem{VilNab81}
\by S.~Ya.~Vilenkin, Yu.~A.~Nabatov
\paper Biased estimates of autocorrelation and cross-correlation functions of gaussian stationary random processes and sequences
\jour Avtomat. i Telemekh.
\yr 1981
\issue 5
\pages 60--66
\mathnet{http://mi.mathnet.ru/at5802}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=653716}
\zmath{https://zbmath.org/?q=an:0468.93071}
\transl
\jour Autom. Remote Control
\yr 1981
\vol 42
\issue 5
\pages 604--608
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