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Convergence conditions for variance estimator of Gaussian stationary stochastic processes in Orlicz spaces |
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| Authors: | A I Stadnik |
| Institution: | (1) Kiev University, Ukraine |
| Abstract: | Conditions are derived ensuring convergence of the variance estimator of a Gaussian stationary stochastic process in Orlicz space norm. Confidence intervals are constructed.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 73, pp. 113–116, 1992. |
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