Spectral estimation of continuous-time stationary processes from random sampling
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Publication:1336985
DOI10.1016/0304-4149(94)90099-XzbMath0814.62058MaRDI QIDQ1336985
Publication date: 14 June 1995
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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
62G05: Nonparametric estimation
62M15: Inference from stochastic processes and spectral analysis
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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