Sampling distribution for a class of estimators for nonregular linear processes (Q1061436)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sampling distribution for a class of estimators for nonregular linear processes |
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Sampling distribution for a class of estimators for nonregular linear processes (English)
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1985
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The paper deals with the sampling properties of the location parameter \(\theta\) in the linear process \(X_ t-\theta =\sum^{\infty}_{0}g_ rZ_{t-r}.\) The estimator is given by \({\hat \theta}_ n=\sum^{n}_{1}c_{nt}X_ t\) and the sampling distribution is found under various assumptions and various choices of \(c_{nt}\).
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nonregular linear process
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linear estimator
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symmetric stable distribution
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sampling properties
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location parameter
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