Title :
Coherent estimation of probabilistic characteristics for periodically correlated random processes in the case of preliminary determination of period
Author :
Javorskyj, Igor ; Yuzefovych, Roman ; Kravets, Igor ; Matsko, Ivan
Author_Institution :
Inst. of Telecommun., Univ. of Technol. & Life Sci., Bydgoszcz, Poland
Abstract :
The coherent estimators of probabilistic characteristics for periodically correlated random processes in the case of unknown period are analyzed. Shown that these estimators are asymptotically unbiased and consistence.
Keywords :
probability; random processes; coherent estimators; periodically correlated random processes; probabilistic characteristics; Consistency; Correlations; Mean; Period of Correlation; Periodically Correlated Random Processes;
Conference_Titel :
Modern Problems of Radio Engineering Telecommunications and Computer Science (TCSET), 2012 International Conference on
Conference_Location :
Lviv-Slavske
Print_ISBN :
978-1-4673-0283-8
