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

Author

Listed:
  • Lasser, R.
  • Leitner, M.

Abstract

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.

Suggested Citation

  • Lasser, R. & Leitner, M., 1990. "On the estimation of the mean of weakly stationary and polynomial weakly stationary sequences," Journal of Multivariate Analysis, Elsevier, vol. 35(1), pages 31-47, October.
    • Handle: RePEc:eee:jmvana:v:35:y:1990:i:1:p:31-47
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