On the statistical properties of a stationary process sampled by a stationary point process

DOI10.1016/J.SPL.2007.07.019zbMATH Open1135.60018OpenAlexW2093052327MaRDI QIDQ2479342FDOQ2479342

Authors: F. Charlot, Mustapha Rachdi 

Publication date: 26 March 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.07.019

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zbMATH Keywords

stationaritypoint processesmixing propertiesPalm's probability

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

Cites Work

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• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Spectral estimation of continuous-time stationary processes from random sampling
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• A study of the free oscillations of the Earth
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• Poisson sampling and spectral estimation of continuous-time processes
• Point processes associated with stationary stable processes
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• Sur la convergence uniforme presque complète dans l'estimation de la densité spectrale d'un processus à temps continu après échantillonnage du temps (On the almost complete and uniform convergence of spectral density estimation for a continuous-parameter process from time sampling)
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• Strong consistency with rates of spectral estimation of continuous-time processes: from periodic and poisson sampling schemes

Cited In (8)

• Mixed-spectra analysis for stationary random fields
• Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators
• Estimation of certain parameters of a stationary hybrid process involving a time series and a point process
• Sur la convergence uniforme presque complète dans l'estimation de la densité spectrale d'un processus à temps continu après échantillonnage du temps (On the almost complete and uniform convergence of spectral density estimation for a continuous-parameter process from time sampling)
• When are increment-stationary random point sets stationary?
• On sampling of stationary increment processes
• Title not available (Why is that?)
• Inheritance of strong mixing and weak dependence under renewal sampling

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