Poisson sampling and spectral estimation of continuous-time processes
From MaRDI portal
Publication:4153495
DOI10.1109/TIT.1978.1055858zbMath0376.62062MaRDI QIDQ4153495
Publication date: 1978
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
62M15: Inference from stochastic processes and spectral analysis
Related Items
BISPECTRAL ANALYSIS OF RANDOMLY SAMPLED DATA, Power spectra of random spike fields and related processes, Some computational aspects of Gaussian CARMA modelling, Estimation and reconstruction for zero-one Markov processes, Reliable wideband multichannel spectrum sensing using randomized sampling schemes, Spectral density estimation for \(p\)-adic stationary processes, Model fitting for continuous-time stationary processes from discrete-time data, Spectral estimation of continuous-time stationary processes from random sampling, Time series with Poisson point process., Statistical inference of spectral estimation for continuous-time MA processes with finite second moments, On the statistical properties of a stationary process sampled by a stationary point process, On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series, A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times, SUBORDINATION OF STATIONARY PROCESSES, Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data
