ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE (Q3777276): Difference between revisions
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Revision as of 12:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE |
scientific article |
Statements
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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