Concepedia

Estimation of the mean of a stationary stochastic process by equidistant observations

1961 · 10 citations · 2 references

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Concepts

EngineeringElectrical EngineeringStatisticsStochastic ModelingStochastic ProcessesBrownian MotionMarkov ProcessesStationarity AnalysisStationary ProcessesMean StationarityStationary Processes EstimationStationary Random ProcessesStochastic Process Analysis

References

2

Journal of the Royal Statistical Society.

The Economic Journal · 1923 · 3.3K citations

Social Sciences, Economics, Statistics +4

The “Effective” Number of Independent Observations in an Autocorrelated Time Series

G. V. Bayley, J. M. Hammersley · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1946 · 252 citations

Computing, Mathematics, Statistics +12