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On exponential decay of the variance of BLUE for the mean of a stationary sequence

Pub Date : 2019-12-01 DOI:10.1556/012.2019.56.4.1448
N. Babayan, M. Ginovyan
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Abstract

Abstract In this paper, we obtain necessary as well as sufficient conditions for exponential rate of decrease of the variance of the best linear unbiased estimator (BLUE) for the unknown mean of a ...
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平稳序列均值BLUE方差的指数衰减
摘要本文给出了一类未知均值的最佳线性无偏估计量(BLUE)方差呈指数衰减的充分必要条件。
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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