Efficient method of estimating the level of a stationary first-order autoregressive process

1 January 1974

journal article
research article
Published by Taylor & Francis in Communications in Statistics - Theory and Methods

Vol. 3 (1) , 81-88
https://doi.org/10.1080/03610927408827105

Abstract

Several estimators of the constant mean about which a stationary first-order autoregressive process varies are studied by utilizing Monte Carlo techniques.

Keywords

ESTIMATION
STATIONARY
FIRST ORDER AUTOREGRESSIVE
MONTE CARLO