Estimation errors for the covariance determination of stationary and ergodic stochastic processes with a nonzero mean value

@inproceedings{Martin1979EstimationEF,
  title={Estimation errors for the covariance determination of stationary and ergodic stochastic processes with a nonzero mean value},
  author={François Martin and Julien Borgnino and C. Aime and Gilbert Ricort and Francois J. Roddier},
  year={1979}
}
A study is made of the problems related to estimation of the covariance in stationary ergodic random processes, whose signals are always positive as in the case of optical measurements. Three different methods of estimation are considered in succession and the general expressions for bias (systematic error) and variance (random error) in the estimators are derived for each case. Simplified expressions are then given for the bias and variance in a particular case, permitting a simple physical… CONTINUE READING