Time series with Poisson point process.

DOI10.1016/S0096-3003(03)00205-4zbMATH Open1035.62092OpenAlexW2052423412MaRDI QIDQ1428186FDOQ1428186

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)

Cites Work

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• 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
• 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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