An Interesting Property of the Sample Mean under a First-Order Autoregressive Model

Authors
Morris, Max D. Ebey, Sherwood F.
Citation
D. Morris, Max et F. Ebey, Sherwood, An Interesting Property of the Sample Mean under a First-Order Autoregressive Model, American statistician , 38(2), 1984, pp. 127-129
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
38
Issue
2
Year of publication
1984
Pages
127 - 129
Database
ACNP
SICI code
Abstract
The unweighted sample mean is examined as an estimator of the population mean in a first-order autoregressive model.It is demonstrated that the precision of this estimator deteriorates as the number of equally spaced observations taken within a fixed time interval increases.