Estimation of second-order properties from jittered time series

DOI10.1007/BF00049287MaRDI QIDQ1817406zbMATHOpenAlexFDO

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

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)

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Cites work

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• Alias-free sampling: An alternative conceptualization and its applications
• An introduction to the theory of point processes
• Effect of timing-error on the power spectrum of sampled-data
• Kernel estimation and interpolation for time series containing missing observations
• Model fitting for continuous-time stationary processes from discrete-time data
• Non-parametric covariance estimation from irregularly-spaced data
• On Consistent Estimates of the Spectrum of a Stationary Time Series
• Spectrum estimation with missing observations
• Trend estimation with missing observations

Cited in

(3)

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

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