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Asymptotic behavior of variance of best unbiased linear estimate of unknown mean of stationary random process obtained by uniform division of observation interval

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Literature cited

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    U. Grenander, “Stochastic processes and statistical inference,” Ark.Mat., 1 (1949).

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    J. Hajek, “Linear estimate of mean of stationary random process with convex correlation function,” Czechosl. Math. Zh, 6(81), 94–117 (1956).

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    U. Grenander and G. Szego, Toplitz Forms and Their Applications, University of California Press, Berkeley-Los Angeles (1959).

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    G. Szego, Orthogonal Polynomials, AMS Colloquium Publications, New York (1939).

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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 25, No. 2, pp. 214–227, March–April, 1973.

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Kuk, Y.V., Petunin, Y.I. Asymptotic behavior of variance of best unbiased linear estimate of unknown mean of stationary random process obtained by uniform division of observation interval. Ukr Math J 25, 172–182 (1973). https://doi.org/10.1007/BF01096976

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Keywords

  • Asymptotic Behavior
  • Random Process
  • Linear Estimate
  • Observation Interval
  • Stationary Random Process