2 papers
math.ST2026
Asymptotic behavior of the variance of the BLUE for the mean of stationary processes
Mamikon S. Ginovyan
In this paper, we survey results on the asymptotic behavior of the variance of the best linear unbiased estimator (BLUE) for the mean of stationary processes. This behavior is infl…
math.ST2016
On the robustness to small trends of parameter estimation for continuous-time stationary models with memory
M. S. Ginovyan, A. A. Sahakyan
The paper deals with a question of robustness of inferences, carried out on a continuous-time stationary process contaminated by a small trend, to this departure from stationarity.…