Discrete periodic sampling with jitter and almost periodically correlated processes

DOI10.1007/S11203-006-0004-3MaRDI QIDQ2475286zbMATH OpenOpenAlexFDO

Authors Vincent Monsan, D. Dehay

Publication date 11 March 2008

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11203-006-0004-3

zbMATH Keywords

Almost periodic covarianceConsistent estimatorContinuous time processDiscrete time samplingSpectral covariance

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• Blind parameter estimation in multiple-access systems
• Correlation theory of almost periodically correlated processes
• Effect of timing-error on the power spectrum of sampled-data
• Functional limit theory for the spectral covariance estimator
• scientific article; zbMATH DE number 94790 (Why is no real title available?)
• scientific article; zbMATH DE number 834327 (Why is no real title available?)
• scientific article; zbMATH DE number 3279378 (Why is no real title available?)
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
• Spectral analysis of the covariance of the almost periodically correlated processes

Cited in

(11)

• Periodic bi-sampling of stationary processes.
• Spectral analysis of the covariance of the almost periodically correlated processes
• Models and methods for study of amplitude pulse modulation systems with random correlated intervals of discretization
• Estimation of second-order properties from jittered time series
• Choice of the spectral window width by cross-validation: case of the almost periodically correlated process with continuous time
• scientific article; zbMATH DE number 3170753 (Why is no real title available?)
• Block bootstrap for Poisson-sampled almost periodic processes
• scientific article; zbMATH DE number 5254806 (Why is no real title available?)
• Relation between unit operators proximity and their associated spectral measures
• WAVELET ESTIMATION OF THE COVARIANCE OF ALMOST PERIODICALLY CORRELATED PROCESSES AND STUDY OF ASYMPTOTIC PROPERTIES IN A CONTEXT OF WEAK DEPENDENCE
• Jitter statistics estimation in alignment processes

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