scientific article; zbMATH DE number 3911535

MaRDI QIDQ3687555zbMATH OpenFDO

Authors František Štulajter

Publication date 1984

zbMATH Keywords

admissibilityestimation of covariance functionslocally best estimatorquadratic estimationstationary Gaussian time serieszero mean value

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• scientific article; zbMATH DE number 3930187
• scientific article; zbMATH DE number 224222
• scientific article; zbMATH DE number 3951842
• Estimators of covariances in time series models
• On estimating linear functional of the covariance function of a stationary process

Cited in

(14)

• Optimization with respect to covariance sequence parameters
• Estimators of covariances in time series models
• Estimates of covariance coefficient of random variables with unknown mathematical expectations
• Confidence estimation of the covariance function of stationary and locally stationary processes
• Unbiased estimation of the autocovariance function in a stationary generalized lognormal process
• scientific article; zbMATH DE number 3930187 (Why is no real title available?)
• scientific article; zbMATH DE number 3945187 (Why is no real title available?)
• scientific article; zbMATH DE number 3978187 (Why is no real title available?)
• Estimating a covariance function having an un unknown scale kakameter
• On estimating linear functional of the covariance function of a stationary process
• scientific article; zbMATH DE number 906867 (Why is no real title available?)
• A simple nearly unbiased estimator of cross-covariances
• Mean and autocovariance function estimation near the boundary of stationarity
• Optimal covariance estimation of discrete-time locally self-similar processes in time-scale and ambiguity domains

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3687555)