Fixed Precision Estimation in the Blum-Rosenblatt Time Series

DOI10.1080/01966324.1991.10737309MaRDI QIDQ3136523zbMATH OpenOpenAlexWikidataFDO

Authors Ryszard Zieliński

Publication date 18 October 1993

Published in American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01966324.1991.10737309

zbMATH Keywords

fixed precision estimationGaussian time seriesdiscrete \(m\)- dependent stationary Gaussian processfixed length confidence interval

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Non-Markovian processes: estimation (62M09)

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Cites work

• On Fixed Precision Estimation in Time Series

Cited in

(2)

• Estimation error for blind Gaussian time series prediction
• On BLU-estimation with data of different periodicity

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