Spectral estimation of continuous-time stationary processes from random sampling

DOI10.1016/0304-4149(94)90099-XMaRDI QIDQ1336985zbMATH OpenFDO

Authors Keh-Shin Lii, Elias Masry

Publication date 14 June 1995

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

covariancespectral densityasymptotic variancenormalityasymptotic biasmultivariate central limit theoremcontinuous-time stationary processstationary point processspectral estimatorsalias-free samplingPoisson sampling schemesampling point process

Mathematics Subject Classification ID

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

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• Independent sampling of a stochastic process
• On the estimation of the mean of a random process from irregular observations
• Sampling of Spectrally Correlated Processes
• Asymptotic confidence interval of power spectrum of a continuous time process through progressively faster sampling
• scientific article; zbMATH DE number 88752 (Why is no real title available?)
• Statistical analysis of broadend periodogram for continuous time stationary processes
• Model fitting for continuous-time stationary processes from discrete-time data
• ON THE SELECTION OF RANDOM SAMPLING SCHEMES FOR THE SPECTRAL ESTIMATION OF CONTINUOUS TIME PROCESSES
• Variance or spectral density in sampled data filtering?
• Random discretization of stationary continuous time processes
• Spectral estimation for non-linear long range dependent discrete time trawl processes
• Comparison of two sampling schemes in the spectral estimation of processes with random stationary \(n\)th increments
• Autoregression and irregular sampling: spectral estimation.
• Large sample properties of spectral estimators for a class of stationary nonlinear processes
• Empirical Bayes identification of stationary processes and approximation of Toeplitz spectra
• ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG
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• scientific article; zbMATH DE number 3888720 (Why is no real title available?)
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• On the statistical properties of a stationary process sampled by a stationary point process
• Spectral density estimation for \(p\)-adic stationary processes
• A non-parametric estimator of the spectral density of a continuous-time Gaussian process observed at random times
• Mixed-spectra analysis for stationary random fields
• Frequency estimation based on the cumulated Lomb-Scargle periodogram
• scientific article; zbMATH DE number 5504703 (Why is no real title available?)
• Parameter estimation of continuous-time stationary Gaussian processes with rational spectra
• On spectral properties of stationary random processes connected by a special random time change
• Statistical inference of spectral estimation for continuous-time MA processes with finite second moments
• 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
• Sur la convergence uniforme presque complète dans l'estimation de la densité spectrale d'un processus à temps continu après échantillonnage du temps (On the almost complete and uniform convergence of spectral density estimation for a continuous-parameter process from time sampling)
• Estimating the spectral density, autocovariance function and spectral measure of continuous-time stationary processes
• Efficient estimation of spectral functionals for continuous-time stationary models
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• Spectral density estimation from random sampling for multiplicative stationary processes
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• Estimation of Continuous-Time Stochastic Signals From Sample Covariances
• Spectral analysis of stochastically sampled dynamic systems

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