ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE (Q3777276): Difference between revisions
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Property / cites work: On large-sample estimation for the mean of a stationary random sequence / rank | |||
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Property / cites work: Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series / rank | |||
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Property / cites work: On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance / rank | |||
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Latest revision as of 16:05, 18 June 2024
scientific article
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English | ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE |
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ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE (English)
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1988
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efficiency of sample mean
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long-memory noise
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spectral density
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stationary time series
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best linear unbiased estimator
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ordinary least squares estimates
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relative efficiency
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fractional Gaussian noise
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fractional ARIMA
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