Time series with Poisson point process.
From MaRDI portal
Publication:1428186
DOI10.1016/S0096-3003(03)00205-4zbMath1035.62092OpenAlexW2052423412MaRDI QIDQ1428186
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
Poisson point processstationary time series\(m\)-dependenceAsymptotic normalityIrregular observations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Time series analysis of irregularly observed data. Proceedings of a Symposium held at Texas A \& M University, College Station/Texas, February 10--13, 1983
- Spectral estimation of continuous-time stationary processes from random sampling
- Statistical analysis of broadend periodogram for continuous time stationary processes
- Poisson sampling and spectral estimation of continuous-time processes
This page was built for publication: Time series with Poisson point process.