Estimation of second-order properties from jittered time series

DOI10.1007/BF00049287zbMATH Open0857.62092OpenAlexW2142602578MaRDI QIDQ1817406FDOQ1817406

Authors: Peter J. Thomson, Peter M. Robinson 

Publication date: 6 March 1997

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00049287

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zbMATH Keywords

time serieskernel density estimationpoint processrelative efficienciesjittered samplingautocovariance estimationspectral estimation procedureszero-mean, band-limited stationary process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

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Cited In (3)

• Jitter statistics estimation in alignment processes
• Slepian wavelet variances for regularly and irregularly sampled time series
• On the theory of continuous time series

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