Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes

DOI10.1016/0378-3758(87)90125-XzbMATH Open0663.62058MaRDI QIDQ1114263FDOQ1114263

Authors: M. Pourahmadi 

Publication date: 1987

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Recommendations

• Irregular Sampling of Generalized Harmonizable Processes
• Criteria for the regularity of the sample functions of weakly harmonizable processes
• scientific article; zbMATH DE number 1437501
• Random harmonic processes with new properties
• scientific article; zbMATH DE number 3451214
• scientific article; zbMATH DE number 3107760
• Some characterizations of non-ergodic estimating functions for stochastic processes
• scientific article; zbMATH DE number 949741
• Empirical Characteristic Function Estimation and Its Applications

zbMATH Keywords

algorithmsspectral measureempirical characteristic functionharmonizable processoptimal sample timessampling approximations

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Nonparametric inference (62G99)

Cites Work

• The empirical characteristic function and its applications
• Title not available (Why is that?)
• Regression-Type Estimation of the Parameters of Stable Laws
• Title not available (Why is that?)
• On Some Fourier Methods for Inference
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the asymptotic normality of the maximum-likelihood estimate when sampling from a stable distribution
• A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
• The Shannon sampling theorem—Its various extensions and applications: A tutorial review
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the Problem of Interpolation of Random Processes
• Estimation in Univariate and Multivariate Stable Distributions
• Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
• Title not available (Why is that?)
• A TEST OF GOODNESS OF FIT FOR SYMMETRIC RANDOM VARIABLES¹
• Title not available (Why is that?)
• Implementing empirical characteristic function procedures
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Some Inequalities for Characteristic Functions of Unimodal Distributions
• The robust estimation of autoregressive processes by functional least squares
• Inference in stochastic processes-III
• Sampling approximations for non-band-limited harmonizable random signals
• Title not available (Why is that?)
• Sampling theorems and bases in a Hilbert space

Cited In (2)

• On robustness and efficiency of certain statistics involving the empirical characteristic function
• EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION

This page was built for publication: Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1114263)