Asymptotic behavior of the variance of the best linear unbiased estimator for the mean of a discrete-time singular stationary process

DOI10.3103/S1068362319060074MaRDI QIDQ2173213zbMATH OpenOpenAlexFDO

Authors N. Babayan, M. S. Ginovyan

Publication date 22 April 2020

Published in Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1068362319060074

zbMATH Keywords

exponential ratemeanvariance and spectral density

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(2)

• scientific article; zbMATH DE number 812001 (Why is no real title available?)
• On exponential decay of the variance of BLUE for the mean of a stationary sequence

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