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  • 1 Russian-Armenian University, 123 Hovsep Emin St, Yerevan 0051, Armenia
  • 2 Boston University, 111 Cummington Mall, Boston, MA 02215, USA
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Abstract

In this paper, we obtain necessary as well as sufficient conditions for exponential rate of decrease of the variance of the best linear unbiased estimator (BLUE) for the unknown mean of a stationary sequence possessing a spectral density. In particular, we show that a necessary condition for variance of BLUE to decrease to zero exponentially is that the spectral density vanishes on a set of positive Lebesgue measure in any vicinity of zero.

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