日本統計学会誌
Online ISSN : 2189-1478
Print ISSN : 0389-5602
ISSN-L : 0389-5602
ESTIMATION OF THE AUTOCORRELATION COEFFICIENTS FOR A STATIONARY GAUSSIAN PROCESS BY RANDOM CLIPPING
Minoru TanakaKunio Shimizu
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ジャーナル フリー

1985 年 15 巻 2 号 p. 183-191

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抄録
This paper deals with the problem of estimating the autocorrelation coefficients for a stationary Gaussian process with known mean and variance. Two unbiased estimates using random clipping are proposed. The variances of the proposed estimates are numerically compared against those of competitors.
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© Japan Statistical Society
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