Efficiencies of Weighted Averages in Stationary Autoregressive Processes

DOI10.2307/2289004zbMath0612.62125OpenAlexW4241697441MaRDI QIDQ3753350

Michael E. Mack

Publication date: 1986

Full work available at URL: https://doi.org/10.2307/2289004

zbMATH Keywords

estimationsample meanweighted averagessecond-order efficiencylinear unbiased estimatorshigh-frequency componentmean of autoregressive processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Robust location estimation under dependence

This page was built for publication: Efficiencies of Weighted Averages in Stationary Autoregressive Processes