Estimation of the Cross-Covariance Function of Stationary Stochastic Processes | ||||
| The Egyptian Statistical Journal | ||||
| Article 4, Volume 22, Issue 2, December 1978, Page 41-65 | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.1978.315636 | ||||
 View on SCiNiTO | ||||
| Authors | ||||
| N. Abd Rabbo; A. Abdel Fattah; M. Gabre | ||||
| Abstract | ||||
| The problem of estimating the cross-covariance function of two Gaussian stationary stochastic processes has been considered. Two estimators are proposed. One is the equi-distributed estimator and the other estimator is taken to depend on a weight function W(t), which belongs to the class of functions bounded variations and has two equal jumps at the terminal values of the interval [0,T]. | ||||
| Keywords | ||||
| The Cross; Covariance Function; Stationary Stochastic Processes; Gaussian Stationary Stochastic Processes; Weight Function | ||||
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Statistics Article View: 24 |
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