The Correct Classic Generalized Least-Squares Estimator of an Unknown Constant Mean of Randon Field
arXiv:1205.3597
Abstract
The aim of the paper is to derive for the negative correlation function with a time parameter an asymptotic disjunction of the numerical generalized least-squares estimator of an unknown constant mean of random field in fact the correct classic generalized least-squares estimator of an unknown constant mean of the field.
arXiv comment3 figures, 5 pages, attached source code and input data