On the Dispersion of Time-Dependent Means of a Stationary Stochastic Process
Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 1, pp. 93-101
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Let $\xi(t)$ be a stationary process in the wide sense with discrete (continuous) time $\xi(t)=0$ $$\zeta_p=\sum\limits_{t=0}^{p-1}{\xi(t)}\,\left({\zeta_p=\int_0^p{\xi(t)\,dt}}\right),\\ b_p=\mathbf M|{\xi_p} |^2.$$ The behaviour of $b_p$ for $p\to\infty$ is dealt with in the paper.
@article{TVP_1961_6_1_a6,
author = {V. P. Leonov},
title = {On the {Dispersion} of {Time-Dependent} {Means} of a {Stationary} {Stochastic} {Process}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {93--101},
year = {1961},
volume = {6},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1961_6_1_a6/}
}
V. P. Leonov. On the Dispersion of Time-Dependent Means of a Stationary Stochastic Process. Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 1, pp. 93-101. http://geodesic.mathdoc.fr/item/TVP_1961_6_1_a6/