Fixed Precision Estimation in the Blum-Rosenblatt Time Series

DOI10.1080/01966324.1991.10737309zbMATH Open0777.62090OpenAlexW2320144905WikidataQ58258835 ScholiaQ58258835MaRDI QIDQ3136523FDOQ3136523

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

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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)

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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