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Details for article 13 of 20 found articles
| Title: |
Estimation of the mean of some stationary markov sequences |
| Author: |
Adke, S.R. Balakrishna, N. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 21 (1992) nr. 1 pages 137-159 |
| Year: |
1992 |
| Contents: |
This paper deals with the estimation of the mean e of the stationary distribution of some Markov sequences. In particular, if one can identify the error variables from a given realization of the model, it is possible to obtain improved estimators based on the errors. A two stage procedure for determining the regression parameter without error and then estimating the mean is presented. The conditional least square and the best linear unbiased estimators of e are studied and compared with the traditional timeaverage. The asymptotic properties of these estimators are also established. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 13 of 20 found articles
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