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Strong consistency of an estimate of a moment function of fourth order of a stationary random process

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Abstract

An estimate of a moment function of fourth order is established and there are formulated conditions for the strong consistency of this estimate.

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Literature cited

  1. T. Subba Rao and M. M. Garb, “An introduction to bispectral analysis and bilinear time series models,” Lect. Notes Statist.,24 (1984).

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Authors and Affiliations

  1. Kiev Institute, USSR

    Le Fe Do

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  1. Le Fe Do
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 49, No. 3, pp. 354–358, March, 1991.

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Do, L.F. Strong consistency of an estimate of a moment function of fourth order of a stationary random process. Ukr Math J 43, 318–322 (1991). https://doi.org/10.1007/BF01670072

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  • DOI: https://doi.org/10.1007/BF01670072

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