On the Best Unbiased Estimate for the Mean of a Short Autoregressive Time Series
给出了自回归过程均值的最佳线性无偏估计及其方差的简单公式，数值结果表明该估计的方差远低于通常的样本均值。
A simple formula for computing the best linear unbiased estimate of the mean of an autoregressive process as well as its variance is given. Numerical results show that the estimate can have much lower variance than that of the usual sample mean.