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Teoriya Veroyatnostei i ee Primeneniya, 1970, Volume 15, Issue 1, Pages 136–138 (Mi tvp1609)  
Short Communications

On an unbiased estimate with the minimal variance in the class of linear estimates

D. Shagdar

Kiev
Full-text PDF (157 kB)
Abstract: The paper considers a stochastic process $\xi(t)$ on $[a,b]$ with an unknown mean $m$ and a known correlation function $r(s,t)$. An unbiased estimate for $m$ with the minimal variance in the class of linear estimates is to be found. Using (3), the sequence (5) which converges in mean to the desired estimate is constructed.
Received: 26.02.1969
English version:
Theory of Probability and its Applications, 1970, Volume 15, Issue 1, Pages 132–133
DOI: https://doi.org/10.1137/1115014
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: D. Shagdar, “On an unbiased estimate with the minimal variance in the class of linear estimates”, Teor. Veroyatnost. i Primenen., 15:1 (1970), 136–138; Theory Probab. Appl., 15:1 (1970), 132–133
Citation in format AMSBIB
\Bibitem{Sha70}
\by D.~Shagdar
\paper On an unbiased estimate with the minimal variance in the class of linear estimates
\jour Teor. Veroyatnost. i Primenen.
\yr 1970
\vol 15
\issue 1
\pages 136--138
\mathnet{http://mi.mathnet.ru/tvp1609}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=269008}
\zmath{https://zbmath.org/?q=an:0229.62053}
\transl
\jour Theory Probab. Appl.
\yr 1970
\vol 15
\issue 1
\pages 132--133
\crossref{https://doi.org/10.1137/1115014}
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
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