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// Avtomatika i Telemekhanika
// Archive
Avtomat. i Telemekh.,
1983
Issue 6,
Pages
62–65
(Mi at5139)
Stochastic Systems
On estimating variance functions of ergodic random processes
P. Varlaki
,
L. Szeidl
Budapesht, VNR
Abstract:
The cross variance function of continuous ergodic stationary random processes are estimated from one their realization. Consistence and asymptotic non-biasness of the resultant estimates are Droved.
UDC:
519.27
Received:
26.11.1981
Fulltext:
PDF file (516 kB)
English version:
Automation and Remote Control, 1983,
44
:6,
737–739
Bibliographic databases:
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Steklov Math. Inst. of RAS
, 2024