Poisson sampling for spectral estimation in periodically correlated processes

DOI10.4064/AM-22-2-227-266MaRDI QIDQ4311220zbMATH OpenOpenAlexFDO

Authors Vincent Monsan

Publication date 8 November 1994

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/219093

zbMATH Keywords

consistencycontinuous-time samplescorrelation functionsperiodically correlated processesPoisson samplingquartic-mean consistencyspectral densities

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes (62M99)

Recommendations

• scientific article; zbMATH DE number 972661
• Estimating the spectral densities of a Gaussian periodically correlated process
• RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES
• Asymptotic property of spectral density estimators of a continuous time process almost periodically correlated low dependent by Poisson
• Nonparametric time series analysis for periodically correlated processes

Cited in

(7)

• Estimating the spectral densities of a Gaussian periodically correlated process
• Uncertainty in measurements on spectrally correlated stochastic processes
• Sampling of Spectrally Correlated Processes
• RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES
• Strong consistency with rates of spectral estimation of continuous-time processes: from periodic and poisson sampling schemes
• Asymptotic property of spectral density estimators of a continuous time process almost periodically correlated low dependent by Poisson
• scientific article; zbMATH DE number 972661 (Why is no real title available?)

This page was built for publication: Poisson sampling for spectral estimation in periodically correlated processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4311220)