学术探索
学术期刊
新闻热点
数据分析
智能评审

ESTIMATING MEAN OF OBSERVATIONS FROM A WIDE-SENSE STATIONARY AUTOREGRESSIVE SEQUENCE

被引：5
作者：
FISHMAN, GS
机构：
来源：
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1972年 / 67卷 / 33期
关键词：
D O I：
10.2307/2284392
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：
引用
收藏
页码：402 / &
相关论文
共 7 条
[1]  
CHAMPERNOWNE DG, 1948, J ROY STAT SOC B, V10, P204
[2]   EFFICIENCY OF SAMPLE MEAN WHEN RESIDUALS FOLLOW A FIRST-ORDER STATIONARY MARKOFF PROCESS [J].
CHIPMAN, JS ;
KADIYALA, KR ;
MADANSKY, A ;
PRATT, JW .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (324) :1237-&
[3]  
Doob J. L., 1953, STOCHASTIC PROCESSES, V101
[4]   AN APPROACH TO TIME-SERIES ANALYSIS [J].
PARZEN, E .
ANNALS OF MATHEMATICAL STATISTICS, 1961, 32 :951-&
[5]   ON THE INVERSION OF THE SAMPLE COVARIANCE-MATRIX IN A STATIONARY AUTOREGRESSIVE PROCESS [J].
SIDDIQUI, MM .
ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (02) :585-588
[6]  
Whittle Peter, 1963, PREDICTION REGULATIO
[7]   LOWER BOUNDS FOR MINIMUM COVARIANCE MATRICES IN TIME-SERIES REGRESSION PROBLEMS [J].
YLVISAKER, N .
ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (01) :362-&
1