Abstract
Estimators for the mean of polynomial weakly stationary sequences are developed and studied with respect to consistency and efficiency. These mean estimators are then applied to obtain 'better' estimators for the mean of weakly stationary sequences.
| Original language | English |
|---|---|
| Pages (from-to) | 31-47 |
| Number of pages | 17 |
| Journal | Journal of Multivariate Analysis |
| Volume | 35 |
| Issue number | 1 |
| DOIs | |
| State | Published - Oct 1990 |
| Externally published | Yes |
Keywords
- estimation of the mean
- hypergroups
- polynomial weakly stationary sequences
- weakly stationary sequences