On the estimation of the mean of weakly stationary and polynomial weakly stationary sequences (Q2638700)
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| Language | Label | Description | Also known as |
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| English | On the estimation of the mean of weakly stationary and polynomial weakly stationary sequences |
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On the estimation of the mean of weakly stationary and polynomial weakly stationary sequences (English)
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1990
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The authors have introduced the notion of a polynomial weakly stationary process in J. Theor. Probab. 2, No.3, 301-311 (1989; Zbl 0668.60041). Here they investigate asymptotic properties of linear unbiased estimators for the mean of polynomial weakly stationary sequences and apply these results to develop estimators for the mean of a special class of classical weakly stationary sequences.
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consistency
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efficiency
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mean estimators
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hypergroups
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polynomial weakly stationary process
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linear unbiased estimators
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weakly stationary sequences
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