This article is cited in 1 paper

Short Communications

On estimation of the mean and correlation function of a stationary process from discrete data

Yu. M. Ryžov

Kiev

Abstract: In [1], it is stated that there exists such a number $n$ that the variance of $m_n$ is less than that of $m_T$ where $m_n$ and $m_T$ are defined in (1) and (1$'$) respectively ($\xi(t)$ is a stationary process).
In the present paper, thes assertion is proved to be wrong.

Received: 30.10.1969

 English version: Theory of Probability and its Applications, 1971, 16:2, 367–369

Bibliographic databases:

• 
•