On the order of convergence in linear mean estimation of weakly stationary stochastic processes
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Publication:689180
DOI10.1016/0304-4149(93)90100-IzbMath0778.62079MaRDI QIDQ689180
Publication date: 13 January 1994
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
orthogonal polynomialsorder of convergencespectral densitylinear mean estimationweakly stationary process
Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12)
Cites Work
- Linear mean estimation of weakly stationary stochastic processes under the aspects of optimality and asymptotic optimality
- An asymptotically efficient estimate in time series analysis
- An Extension of a Theorem of G. Szego and Its Application to the Study of Stochastic Processes
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