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

Research output: Contribution to journal › Article › peer-review

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.

Original language	English
Pages (from-to)	129-141
Number of pages	13
Journal	Communications in Statistics - Simulation and Computation
Volume	23
Issue number	1
DOIs	https://doi.org/10.1080/03610919408813159
State	Published - 1 Jan 1994
Externally published	Yes

Keywords

Time series
efficiency
mean estimation

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10.1080/03610919408813159

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title = "Comparison of the efficiency for mean estimators in time series",

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.",

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year = "1994",

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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.

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Comparison of the efficiency for mean estimators in time series

Abstract

Keywords

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