scientific article; zbMATH DE number 3932249

MaRDI QIDQ3704774zbMATH OpenFDO

Authors Minoru Tanaka, Kunio Shimizu

Publication date 1985

zbMATH Keywords

estimating the autocorrelation coefficientsknown mean and variancenumerical comparison of estimatesrandom clippingstationary Gaussian processunbiased estimates

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

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(15)

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• Convergence of the clipped sample autocorrelation and autocovariance
• On autocorrelation estimation in mixed-spectrum Gaussian processes
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• Estimation of parameters of a clipped MA(1) process
• Unbiased estimation of the autocovariance function in a stationary generalized lognormal process
• Practical estimation of correlation functions of nonstationary Gaussian processes (Corresp.)
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• Improved estimation for the autocovariances of a Gaussian stationary process

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