On estimation of the mean and correlation function of a stationary process from discrete data
Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 2, pp. 367-369
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In [1], it is stated that there exists such a number $n$ that the variance of $m_n$ is less than that of $m_T$ where $m_n$ and $m_T$ are defined in (1) and (1$'$) respectively ($\xi(t)$ is a stationary process). In the present paper, thes assertion is proved to be wrong.
@article{TVP_1971_16_2_a15,
author = {Yu. M. Ry\v{z}ov},
title = {On estimation of the mean and correlation function of a~stationary process from discrete data},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {367--369},
year = {1971},
volume = {16},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_2_a15/}
}
TY - JOUR AU - Yu. M. Ryžov TI - On estimation of the mean and correlation function of a stationary process from discrete data JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1971 SP - 367 EP - 369 VL - 16 IS - 2 UR - http://geodesic.mathdoc.fr/item/TVP_1971_16_2_a15/ LA - ru ID - TVP_1971_16_2_a15 ER -
Yu. M. Ryžov. On estimation of the mean and correlation function of a stationary process from discrete data. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 2, pp. 367-369. http://geodesic.mathdoc.fr/item/TVP_1971_16_2_a15/