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].
Abd Rabbo, N., Abdel Fattah, A., & Gabre, M. (1978). Estimation of the Cross-Covariance Function of Stationary Stochastic Processes. The Egyptian Statistical Journal, 22(2), 41-65. doi: 10.21608/esju.1978.315636
MLA
N. Abd Rabbo; A. Abdel Fattah; M. Gabre. "Estimation of the Cross-Covariance Function of Stationary Stochastic Processes", The Egyptian Statistical Journal, 22, 2, 1978, 41-65. doi: 10.21608/esju.1978.315636
HARVARD
Abd Rabbo, N., Abdel Fattah, A., Gabre, M. (1978). 'Estimation of the Cross-Covariance Function of Stationary Stochastic Processes', The Egyptian Statistical Journal, 22(2), pp. 41-65. doi: 10.21608/esju.1978.315636
VANCOUVER
Abd Rabbo, N., Abdel Fattah, A., Gabre, M. Estimation of the Cross-Covariance Function of Stationary Stochastic Processes. The Egyptian Statistical Journal, 1978; 22(2): 41-65. doi: 10.21608/esju.1978.315636
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