Linear mean estimation of weakly stationary stochastic processes under the aspects of optimality and asymptotic optimality

R. Lasser and M. Rösler

Stochastic Processes and their Applications, 1991, vol. 38, issue 2, 279-293

Abstract: Optimal or asymptotically optimal linear unbiased mean estimators for a wide class of weakly stationary processes including ARMA processes are derived explicitly. Furthermore their convergence rates are given.

Date: 1991
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(91)90095-T
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:38:y:1991:i:2:p:279-293

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().