Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators
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Publication:1120234
DOI10.1016/0047-259X(88)90077-2zbMath0672.62087OpenAlexW2046710993MaRDI QIDQ1120234
Publication date: 1988
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(88)90077-2
kernel estimatorsdiscrete-time observationsmixing processescentral limittheoremsrenewal point processesconsistency in quadratic meancontinuous-parameter processesestimator covariance calculationsestimators of multivariate densities
Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)
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Cites Work
- Probability density estimation from sampled data
- Polynomial Interpolation of Randomly Sampled Bandlimited Functions and Processes
- Recovery of randomly sampled signals by simple interpolators
- Non-parametric covariance estimation from irregularly-spaced data
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