|
Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 2, Pages 367–369
(Mi tvp2240)
|
|
|
|
This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
On estimation of the mean and correlation function of a stationary process from discrete data
Yu. M. Ryžov Kiev
Abstract:
In [1], it is stated that there exists such a number $n$ that the variance of $m_n$ is less than that of $m_T$ where $m_n$ and $m_T$ are defined in (1) and (1$'$) respectively ($\xi(t)$ is a stationary process).
In the present paper, thes assertion is proved to be wrong.
Received: 30.10.1969
Citation:
Yu. M. Ryžov, “On estimation of the mean and correlation function of a stationary process from discrete data”, Teor. Veroyatnost. i Primenen., 16:2 (1971), 367–369; Theory Probab. Appl., 16:2 (1971), 367–369
Linking options:
https://www.mathnet.ru/eng/tvp2240 https://www.mathnet.ru/eng/tvp/v16/i2/p367
|
Statistics & downloads: |
Abstract page: | 241 | Full-text PDF : | 114 |
|