Poisson sampling and spectral estimation of continuous-time processes
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Publication:4153495
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- Reliable wideband multichannel spectrum sensing using randomized sampling schemes
- Model fitting for continuous-time stationary processes from discrete-time data
- Self-normalized inference for stationarity of irregular spatial data
- Time series with Poisson point process.
- On the statistical properties of a stationary process sampled by a stationary point process
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- A non-parametric estimator of the spectral density of a continuous-time Gaussian process observed at random times
- Power spectra of random spike fields and related processes
- SUBORDINATION OF STATIONARY PROCESSES
- Statistical inference of spectral estimation for continuous-time MA processes with finite second moments
- BISPECTRAL ANALYSIS OF RANDOMLY SAMPLED DATA
- Inheritance of strong mixing and weak dependence under renewal sampling
- Some computational aspects of Gaussian CARMA modelling
- On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series
- Estimation and reconstruction for zero-one Markov processes
- Spectral estimation of continuous-time stationary processes from random sampling
- Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data
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