On some statistical properties of a stationary Gaussian process in the presence of measurement errors

• Authors: Kuntal Bera , M. Z. Anis

Abstracts

EN

Process outputs of many production processes like chemical, food processing and pharmaceutical industry follow a stationary Gaussian process. Some amount of measurement error always present in the measured data due to inaccurate measuring processes. Throughout this paper, we discuss some statistical properties like the mean and variance of a stationary Gaussian process when observed data are affected by measurement errors. As a special case, we discuss a stationary autoregressive process of order one with Gaussian white noise where measurement error follows an independent Gaussian distribution.

Keywords

EN

autoregressive process; central moments; measurement errors; white noise

• Publisher: Główny Urząd Statystyczny
• Journal: Statistics in Transition new series
• Year: 2024
• Volume: 25
• Issue: 4
• Pages: 137-155

Dates

published

2024

Contributors

author

Kuntal Bera

• Indian Statistical Institute, SQC & OR Unit, India

• https://orcid.org/0000000312175708

author

M. Z. Anis

• Indian Statistical Institute, SQC & OR Unit, India

• https://orcid.org/0000000155460723

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Identifiers

DOI

10.59139/stattrans-2024-007

Biblioteka Nauki

59193266