Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 2, pp. 367-369
Citer cet article
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/
@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 -
%0 Journal Article
%A Yu. M. Ryžov
%T On estimation of the mean and correlation function of a stationary process from discrete data
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1971
%P 367-369
%V 16
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1971_16_2_a15/
%G ru
%F TVP_1971_16_2_a15
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.
