43
Views
2
CrossRef citations to date
0
Altmetric
Original Articles

Unbiased estimation of the autocovariance function in a stationary generalized lognormal process

&
Pages 2145-2154 | Published online: 27 Jun 2007

References

  • Horowitz , J. 1980 . Extreme values from a nonstationary stochastic process: an application to air quality analysis . Technometrics , 22 : 469 – 478 .
  • Huzii , M. 1962 . On a simplified method of the estimation of the correlogram for a stationary Gaussian process . Ann. Inst. Statist. Math , 14 : 259 – 268 .
  • Huzii , M. 1964 . On a simplified method of the estimation of the correlogram for a stationary Gaussian process, II . Kodai Math. Sem. Rep , 16 : 199 – 212 .
  • Huzii , M. 1966 . On a simplified method of the estimation of the correlogram for a stationary Gaussian process, III . Kodai Math. Sem. Rep , 18 : 195 – 211 .
  • Inagaki , N. and Kondo , M. 1980 . Several estimators of the autocorrelation based on limiter estimating functions for a stationary Gaussian process . J. Japan Statist. Soc , 10 : 1 – 15 .
  • Iwase , K. 1973 . On the formula of the variance of a simplified estimator of the covariogramme for a stationary normal process . Rep. Stat. Appl. Res , 20 : 113 – 117 .
  • Iwase , K. 1980 . An estimation for the covariance function in a stationary log-normal stochastic process Mimeographic Note
  • Neyman , J. and Scott , E.L. 1960 . Correction for bias introduced by a transformation of variables . Ann. Math. Statist , 31 : 643 – 655 .
  • Okamoto , M. and Iwase , K. 1982 . A statistical index representing a gross feature of several climatic time series by hard limiting . J. of the Meteorological Society of Japan , 60 : 726 – 738 .
  • Shimizu , K. 1983 . UMVU estimation for covariances and first product moments of transformed variables . Commun. Statist.-Theor. Meth , 12 : 1661 – 1674 .
  • Takahasi , K. and Husimi , K. 1935 . Vibrating systems exposed to irregular forces . Geophysical Magazine , 9 : 29 – 48 .
  • Tanaka , M. and Shimizu , K. 1985 . Estimation of the autocorrelation coefficjents for a stationary Gaussian process by random clipping . J. Japan Statist. Soc , 15 : 183 – 191 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.