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Avtomatika i Telemekhanika, 1976, Issue 7, Pages 178–183 (Mi at7961)  

Notes

Certain statistical problems in random processes with stationary increments

S. Ya. Vilenkin, T. G. Geidarov

Moscow
Abstract: The paper is concerned with an estimate obtained form sample curves of structural functions of processes with stationary random increments. The existence of a sample fixation rate is proved at which the estimate obtained from a discrete curve has a variance lower than that of a continuous sample.

Received: 16.04.1975
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. Ya. Vilenkin, T. G. Geidarov, “Certain statistical problems in random processes with stationary increments”, Avtomat. i Telemekh., 1976, no. 7, 178–183; Autom. Remote Control, 37:7 (1976), 1126–1131
Citation in format AMSBIB
\Bibitem{VilGei76}
\by S.~Ya.~Vilenkin, T.~G.~Geidarov
\paper Certain statistical problems in random processes with stationary increments
\jour Avtomat. i Telemekh.
\yr 1976
\issue 7
\pages 178--183
\mathnet{http://mi.mathnet.ru/at7961}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=444239}
\zmath{https://zbmath.org/?q=an:0386.93053}
\transl
\jour Autom. Remote Control
\yr 1976
\vol 37
\issue 7
\pages 1126--1131
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