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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
Full-text PDF (162 kB) Citations (1)
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
English version:
Theory of Probability and its Applications, 1971, Volume 16, Issue 2, Pages 367–369
DOI: https://doi.org/10.1137/1116036
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Ryz71}
\by Yu.~M.~Ry{\v z}ov
\paper On estimation of the mean and correlation function of a~stationary process from discrete data
\jour Teor. Veroyatnost. i Primenen.
\yr 1971
\vol 16
\issue 2
\pages 367--369
\mathnet{http://mi.mathnet.ru/tvp2240}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=286237}
\zmath{https://zbmath.org/?q=an:0244.62067}
\transl
\jour Theory Probab. Appl.
\yr 1971
\vol 16
\issue 2
\pages 367--369
\crossref{https://doi.org/10.1137/1116036}
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  • https://www.mathnet.ru/eng/tvp2240
  • https://www.mathnet.ru/eng/tvp/v16/i2/p367
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    This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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