Efficiencies of Weighted Averages in Stationary Autoregressive Processes
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Publication:3753350
DOI10.2307/2289004zbMath0612.62125MaRDI QIDQ3753350
Publication date: 1986
Full work available at URL: https://doi.org/10.2307/2289004
estimation; sample mean; weighted averages; second-order efficiency; linear unbiased estimators; high-frequency component; mean of autoregressive processes
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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