AbstractOptimal 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
We consider autocovariance operators of a stationary stochastic process on a Polish space that is em...
AbstractWe consider some parametric spectral estimators that can be used in a wide range of situatio...
AbstractWeakly and strongly consistent nonparametric estimates, along with rates of convergence, are...
AbstractThe efficiency in estimating the mean of a weakly stationary process is investigated. Estima...
Optimal or asymptotically optimal linear unbiased mean estimators for a wide class of weakly station...
AbstractOptimal or asymptotically optimal linear unbiased mean estimators for a wide class of weakly...
The efficiency in estimating the mean of a weakly stationary process is investigated. Estimators are...
The efficiency in estimating the mean of a weakly stationary process is investigated. Estimators M n...
AbstractEstimators for the mean of polynomial weakly stationary sequences are developed and studied ...
Estimators for the mean of polynomial weakly stationary sequences are developed and studied with res...
Weakly and strongly consistent nonparametric estimates, along with rates of convergence, are establi...
The one-step prediction problem is studied in the context of Pn-weakly stationary stochastic process...
AbstractLet X1,…,Xn be n consecutive observations of a linear process X1=μ+∑r=0∞ArZt−r, where μ is a...
AbstractThe asymptotic normality of some spectral estimates, including a functional central limit th...
We consider autocovariance operators of a stationary stochastic process on a Polish space that is e...
We consider autocovariance operators of a stationary stochastic process on a Polish space that is em...
AbstractWe consider some parametric spectral estimators that can be used in a wide range of situatio...
AbstractWeakly and strongly consistent nonparametric estimates, along with rates of convergence, are...
AbstractThe efficiency in estimating the mean of a weakly stationary process is investigated. Estima...
Optimal or asymptotically optimal linear unbiased mean estimators for a wide class of weakly station...
AbstractOptimal or asymptotically optimal linear unbiased mean estimators for a wide class of weakly...
The efficiency in estimating the mean of a weakly stationary process is investigated. Estimators are...
The efficiency in estimating the mean of a weakly stationary process is investigated. Estimators M n...
AbstractEstimators for the mean of polynomial weakly stationary sequences are developed and studied ...
Estimators for the mean of polynomial weakly stationary sequences are developed and studied with res...
Weakly and strongly consistent nonparametric estimates, along with rates of convergence, are establi...
The one-step prediction problem is studied in the context of Pn-weakly stationary stochastic process...
AbstractLet X1,…,Xn be n consecutive observations of a linear process X1=μ+∑r=0∞ArZt−r, where μ is a...
AbstractThe asymptotic normality of some spectral estimates, including a functional central limit th...
We consider autocovariance operators of a stationary stochastic process on a Polish space that is e...
We consider autocovariance operators of a stationary stochastic process on a Polish space that is em...
AbstractWe consider some parametric spectral estimators that can be used in a wide range of situatio...
AbstractWeakly and strongly consistent nonparametric estimates, along with rates of convergence, are...
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