학술논문
Estimation of the covariance function of stationary random processes.
Document Type
Journal
Author
Trush, N. N. AMS Author Profile; Markovskaya, N. V. AMS Author Profile
Source
Subject
62 Statistics -- 62M Inference from stochastic processes
62M15Spectral analysis
62M15
Language
English
Russian
Russian
Abstract
Summary: ``An estimate of the covariance function of a stationary stochastic process with discrete time is constructed. The moments of this estimate are found and their asymptotic behavior is investigated.''