Discrete periodic sampling with jitter and almost periodically correlated processes

DOI10.1007/s11203-006-0004-3zbMath1144.62078OpenAlexW1989083937MaRDI QIDQ2475286

Vincent Monsan, Dominique 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

Consistent estimatorAlmost periodic covarianceContinuous time processDiscrete time samplingSpectral covariance

Mathematics Subject Classification ID

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

Related Items (4)

Relation between unit operators proximity and their associated spectral measures ⋮ Choice of the spectral window width by cross-validation: case of the almost periodically correlated process with continuous time ⋮ WAVELET ESTIMATION OF THE COVARIANCE OF ALMOST PERIODICALLY CORRELATED PROCESSES AND STUDY OF ASYMPTOTIC PROPERTIES IN A CONTEXT OF WEAK DEPENDENCE ⋮ Block Bootstrap for Poisson‐Sampled Almost Periodic Processes

Cites Work

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• Spectral analysis of the covariance of the almost periodically correlated processes
• Effect of timing-error on the power spectrum of sampled-data
• Correlation theory of almost periodically correlated processes
• Functional limit theory for the spectral covariance estimator
• Blind parameter estimation in multiple-access systems
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter

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