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315636

Estimation of the Cross-Covariance Function of Stationary Stochastic Processes

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Last updated: 05 Jan 2025

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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].

DOI

10.21608/esju.1978.315636

Keywords

The Cross, Covariance Function, Stationary Stochastic Processes, Gaussian Stationary Stochastic Processes, Weight Function

Authors

First Name

N.

Last Name

Abd Rabbo

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Orcid

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First Name

A.

Last Name

Abdel Fattah

MiddleName

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Affiliation

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Orcid

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First Name

M.

Last Name

Gabre

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-

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Volume

22

Article Issue

2

Related Issue

43264

Issue Date

1978-12-01

Receive Date

2023-09-02

Publish Date

1978-12-01

Page Start

41

Page End

65

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_315636.html

Detail API

https://esju.journals.ekb.eg/service?article_code=315636

Order

4

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Estimation of the Cross-Covariance Function of Stationary Stochastic Processes

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Article

Created At

28 Dec 2024