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Teor. Veroyatnost. i Primenen., 1959, Volume 4, Issue 4, Pages 451–453 (Mi tvp4905)  

This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

On the Estimation of the Mean in Stationary Processes

S. Ya. Vilenkin


Abstract: The variance of the estimate
$$m_{N+1}=\frac1{N+1}\sum_{i=0}^N\xi(\frac{i}{N}\cdot T)$$
of a mean of a stationary process $\xi(t)$ is shown to attain its minimum value for some finite $N$.

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English version:
Theory of Probability and its Applications, 1959, 4:4, 415–416

Received: 07.05.1959

Citation: S. Ya. Vilenkin, “On the Estimation of the Mean in Stationary Processes”, Teor. Veroyatnost. i Primenen., 4:4 (1959), 451–453; Theory Probab. Appl., 4:4 (1959), 415–416

Citation in format AMSBIB
\Bibitem{Vil59}
\by S.~Ya.~Vilenkin
\paper On the Estimation of the Mean in Stationary Processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1959
\vol 4
\issue 4
\pages 451--453
\mathnet{http://mi.mathnet.ru/tvp4905}
\transl
\jour Theory Probab. Appl.
\yr 1959
\vol 4
\issue 4
\pages 415--416
\crossref{https://doi.org/10.1137/1104042}


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    This publication is cited in the following articles:
    1. Jaya P. N. Bishwal, “Sufficiency and Rao-Blackwellization of Vasicek Model”, Theory Stoch. Process., 17(33):1 (2011), 12–15  mathnet  mathscinet  zmath
  • Теория вероятностей и ее применения Theory of Probability and its Applications
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