Teoriâ veroâtnostej i ee primeneniâ, Tome 4 (1959) no. 4, pp. 451-453
Citer cet article
S. Ya. Vilenkin. On the Estimation of the Mean in Stationary Processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 4 (1959) no. 4, pp. 451-453. http://geodesic.mathdoc.fr/item/TVP_1959_4_4_a7/
@article{TVP_1959_4_4_a7,
author = {S. Ya. Vilenkin},
title = {On the {Estimation} of the {Mean} in {Stationary} {Processes}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {451--453},
year = {1959},
volume = {4},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1959_4_4_a7/}
}
TY - JOUR
AU - S. Ya. Vilenkin
TI - On the Estimation of the Mean in Stationary Processes
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1959
SP - 451
EP - 453
VL - 4
IS - 4
UR - http://geodesic.mathdoc.fr/item/TVP_1959_4_4_a7/
LA - ru
ID - TVP_1959_4_4_a7
ER -
%0 Journal Article
%A S. Ya. Vilenkin
%T On the Estimation of the Mean in Stationary Processes
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1959
%P 451-453
%V 4
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_1959_4_4_a7/
%G ru
%F TVP_1959_4_4_a7
The variance of the estimate $$m_{N+1}=\frac1{N+1}\sum_{i=0}^N\xi\left(\frac{i}{N}\cdot T\right)$$ of a mean of a stationary process $\xi(t)$ is shown to attain its minimum value for some finite $N$.
