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• W2003094553 abstract "For a wide class of stationary random sequences possessing a spectral density function, the variance of the best linear unbiased estimator for the mean is seen to depend asymptotically only on the behavior of the spectral density near the origin. Asymptotically efficient estimators based only on this behavior may be chosen. For spectral densities behaving like $lambda^nu$ at the origin, $nu > -1$ a constant, the minimum variance decreases like $n^{-nu-1}$, where $n$ is the sample size. Asymptotically efficient estimators depending on $nu$ are given. Finally, the consequences of over- or under-estimating the value of $nu$ in choosing an estimator are considered." @default.
• W2003094553 created "2016-06-24" @default.
• W2003094553 creator A5078538690 @default.
• W2003094553 date "1974-11-01" @default.
• W2003094553 modified "2023-10-18" @default.
• W2003094553 title "On Large-Sample Estimation for the Mean of a Stationary Random Sequence" @default.
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• W2003094553 doi "https://doi.org/10.1214/aos/1176342867" @default.
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