Research of the Averaged Estimation of Mixed Moment of Third Order and Its Use in Cardioligical Data Analysis

Abstract

We consider here statistical properties of the averaged estimation of mixed moment of third order of stationary stochastic processes. Mathematical expectations, covariance, dispersion of this estimation are calculated. The averaged estimation of mixed moments of third order are unbiased and consistent in rootmean- square sense, have normal limit distribution. Demonstrated, that investigated estimation have good application to cardiological data.