Correction of Bias in Estimating Autocovariance Function

The purpose of this thesis was to evaluate a method for reducing the bias of estimation for autocovariance estimators. Two methods are compared, one is the standard method and the other is an adjustment method. The Monte Carlo method is used within comparison. The bias and the mean squared error of...

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Bibliographic Details
Main Author: Wu, Len-Hong
Format: Others
Published: DigitalCommons@USU 1983
Subjects:
Online Access:https://digitalcommons.usu.edu/etd/7024
https://digitalcommons.usu.edu/cgi/viewcontent.cgi?article=8127&context=etd