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

normalityasymptotic biasasymptotic variancespectral densitycovariancemultivariate central limit theoremcontinuous-time stationary processstationary point processspectral estimatorsalias-free samplingPoisson sampling schemesampling point process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cites Work

• Discrete-time spectral estimation of continuous-time processes The orthogonal series method
• Model fitting for continuous-time stationary processes from discrete-time data
• Poisson sampling and spectral estimation of continuous-time processes
• Alias-free sampling: An alternative conceptualization and its applications
• Non-parametric covariance estimation from irregularly-spaced data
• Alias-Free Sampling of Random Noise
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