Time series with Poisson point process.

DOI10.1016/S0096-3003(03)00205-4MaRDI QIDQ1428186zbMATH OpenOpenAlexFDO

Authors M. A. Ghazal, A. Mitwalli Aly

Publication date 14 March 2004

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0096-3003(03)00205-4

zbMATH Keywords

stationary time seriesPoisson point process\(m\)-dependenceAsymptotic normalityIrregular observations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

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• scientific article; zbMATH DE number 176271

Cites work

• scientific article; zbMATH DE number 6539297 (Why is no real title available?)
• scientific article; zbMATH DE number 3304505 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• Poisson sampling and spectral estimation of continuous-time processes
• Spectral estimation of continuous-time stationary processes from random sampling
• Statistical analysis of broadend periodogram for continuous time stationary processes
• Time series analysis of irregularly observed data. Proceedings of a Symposium held at Texas A \& M University, College Station/Texas, February 10--13, 1983

Cited in

(1)

• Time series, point processes, and hybrids

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