ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE (Q3777276)
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scientific article; zbMATH DE number 4039070
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| English | ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE |
scientific article; zbMATH DE number 4039070 |
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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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0.8065961003303528
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0.7858118414878845
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0.7843788266181946
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0.7760685682296753
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