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Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 1, Pages 3–10
(Mi tvp680)
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This article is cited in 1 scientific paper (total in 1 paper)
On Asymptotic Properties of Some Statistical Estimates for Gaussian Stochastic Processes
V. G. Alekseev Moscow
Abstract:
The paper deals with stochastic process $\eta(t)$ $(0\le t\le T)$ having stationary Gaussian increments, zero mean and spectral density $f_\eta(\lambda)=f_\xi(\lambda)+cf_\zeta(\lambda)$ where $f_\xi(\lambda)$ and $f_\zeta(\lambda)$ are known non-negative functions and $c\ge0$ is an unknown parameter. It is shown, that the unbiased consistent; estimates of $с$ suggested in [1] are also asymptotically normal and asymptotically efficient when some unrestrictive conditions are imposed.
Received: 26.10.1965
Citation:
V. G. Alekseev, “On Asymptotic Properties of Some Statistical Estimates for Gaussian Stochastic Processes”, Teor. Veroyatnost. i Primenen., 12:1 (1967), 3–10; Theory Probab. Appl., 12:1 (1967), 1–8
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https://www.mathnet.ru/eng/tvp680 https://www.mathnet.ru/eng/tvp/v12/i1/p3
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Abstract page: | 184 | Full-text PDF : | 78 |
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