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 | |
| State | Published - 1 Jan 1994 |
| Externally published | Yes |
Keywords
- Time series
- efficiency
- mean estimation
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