Comparison of the efficiency for mean estimators in time series

Rupert Lasser; Michael NießNer; Hilmar Zock

doi:10.1080/03610919408813159

Comparison of the efficiency for mean estimators in time series

Rupert Lasser
, Michael NießNer
, Hilmar Zock

Helmholtz Zentrum München German Research Center for Environmental Health

Publikation: Beitrag in Fachzeitschrift › Artikel › Begutachtung

Abstract

The empirical performance of linear mean estimators satisfying some optimality conditions was studied and found to excel that of the arithmetic mean estimator particularly for processes generated by k-th differences in simulated data sets and empirical time series.

Originalsprache	Englisch
Seiten (von - bis)	129-141
Seitenumfang	13
Fachzeitschrift	Communications in Statistics - Simulation and Computation
Jahrgang	23
Ausgabenummer	1
DOIs	https://doi.org/10.1080/03610919408813159
Publikationsstatus	Veröffentlicht - 1 Jan. 1994
Extern publiziert	Ja

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abstract = "The empirical performance of linear mean estimators satisfying some optimality conditions was studied and found to excel that of the arithmetic mean estimator particularly for processes generated by k-th differences in simulated data sets and empirical time series.",

keywords = "Time series, efficiency, mean estimation",

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N2 - The empirical performance of linear mean estimators satisfying some optimality conditions was studied and found to excel that of the arithmetic mean estimator particularly for processes generated by k-th differences in simulated data sets and empirical time series.

AB - The empirical performance of linear mean estimators satisfying some optimality conditions was studied and found to excel that of the arithmetic mean estimator particularly for processes generated by k-th differences in simulated data sets and empirical time series.

KW - Time series

KW - efficiency

KW - mean estimation

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JO - Communications in Statistics - Simulation and Computation

JF - Communications in Statistics - Simulation and Computation

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Comparison of the efficiency for mean estimators in time series

Abstract

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