Skip to main content
Log in

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

  • Published:
Ukrainian Mathematical Journal Aims and scope

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Literature cited

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

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

    Google Scholar 

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

    Google Scholar 

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

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

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

Rights and permissions

Reprints and permissions

About this article

Cite this article

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

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01096976

Keywords

Navigation