Spectral estimation of continuous-time stationary processes from random sampling

DOI10.1016/0304-4149(94)90099-XzbMath0814.62058MaRDI QIDQ1336985

Elias Masry, Keh-Shin Lii

Publication date: 14 June 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

normality; asymptotic bias; asymptotic variance; spectral density; covariance; multivariate central limit theorem; continuous-time stationary process; stationary point process; spectral estimators; alias-free sampling; Poisson sampling scheme; sampling point process

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62M15: Inference from stochastic processes and spectral analysis

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

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Cites Work

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