# Accession Number:

## AD0705830

# Title:

## ESTIMATION OF THE MEAN OF A WIDE-SENSE STATIONARY AUTOREGRESSIVE SEQUENCE,

# Descriptive Note:

# Corporate Author:

## RAND CORP SANTA MONICA CALIF

# Personal Author(s):

# Report Date:

## 1970-04-01

# Pagination or Media Count:

## 23.0

# Abstract:

The study concerns the relative efficiency of the least-squares estimator of the mean of a covariance stationary sequence that has a constant mean and an autoregressive representation of order p. The results augment those of Chipman, et al. who studied this topic for the case p 1. Relative efficiency is defined as the ratio of the variance of the best linear unbiased estimator BLUE of the mean and the variance of the least-squares estimator LSE of the mean. Section 2 presents the problem definition and principal results. Graphical results for the first-order scheme p 1 in Sec. 3 imply that the relative desirability of the LSE should be based on variance as well as relative efficiency considerations.

# Descriptors:

# Subject Categories:

- Statistics and Probability