On large-sample estimation for the mean of a stationary random sequence

DOI10.1214/aos/1176342867zbMath0296.62081OpenAlexW2003094553MaRDI QIDQ1213724

Publication date: 1974

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176342867

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)

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