Determining the statistical parameters of nonstationary stochastic processes |
| |
Authors: | L. A. Leifer A. M. Sterlin A. I. Illarionov |
| |
Affiliation: | (1) Gor'kii Branch of the VNIINMASh, USSR |
| |
Abstract: | We construct estimators of the expectation of a nonstationary stochastic process with time-dependent variance. Limit relations are obtained for particular correlation dependences.Translated from Statisticheskie Metody, pp. 98–103, 1982. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |