ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE (Q3777276): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: On large-sample estimation for the mean of a stationary random sequence / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4742188 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3247497 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3254471 / rank | |||
Normal rank | |||
Latest revision as of 16:05, 18 June 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)
0 references
1988
0 references
efficiency of sample mean
0 references
long-memory noise
0 references
spectral density
0 references
stationary time series
0 references
best linear unbiased estimator
0 references
ordinary least squares estimates
0 references
relative efficiency
0 references
fractional Gaussian noise
0 references
fractional ARIMA
0 references
0 references
0 references
