ON THE ESTIMATION OF THE MEAN OF WEAKLY STATIONARY AND POLYNOMIAL WEAKLY STATIONARY-SEQUENCES

被引：8

作者：

LASSER, R

LEITNER, M

机构：

[1] GSF-München - MEDIS-Institut

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1990年 / 35卷 / 01期

关键词：

estimation of the mean; hypergroups; polynomial weakly stationary sequences; weakly stationary sequences;

D O I：

10.1016/0047-259X(90)90014-9

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Estimators for the mean of polynomial weakly stationary sequences are developed and studied with respect to consistency and efficiency. These mean estimators are then applied to obtain 'better' estimators for the mean of weakly stationary sequences. © 1990.

引用

页码：31 / 47

页数：17

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