On the estimation of the mean of weakly stationary and polynomial weakly stationary sequences

Estimators for the mean of polynomial weakly stationary sequences are developed and studied with respect to consistency and efficiency. These mean estimators are then applied to obtain 'better' estimators for the mean of weakly stationary sequences.

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Year of publication:	1990
Authors:	Lasser, R. ; Leitner, M.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 35.1990, 1, p. 31-47
Publisher:	Elsevier
Keywords:	weakly stationary sequences polynomial weakly stationary sequences estimation of the mean hypergroups

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005160474