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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1976 Issue 7, Pages 178–183 (Mi at7961)

Notes

Certain statistical problems in random processes with stationary increments

S. Ya. Vilenkin, T. G. Geidarov

Moscow

Abstract: The paper is concerned with an estimate obtained form sample curves of structural functions of processes with stationary random increments. The existence of a sample fixation rate is proved at which the estimate obtained from a discrete curve has a variance lower than that of a continuous sample.


Received: 16.04.1975


 English version:
Automation and Remote Control, 1976, 37:7, 1126–1131

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