Poisson sampling and spectral estimation of continuous-time processes
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Publication:4153495
DOI10.1109/TIT.1978.1055858zbMATH Open0376.62062OpenAlexW1992721284MaRDI QIDQ4153495FDOQ4153495
Authors: Elias Masry 
Publication date: 1978
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.1978.1055858
Cited In (18)
- On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series
- Statistical inference of spectral estimation for continuous-time MA processes with finite second moments
- Power spectra of random spike fields and related processes
- Reliable wideband multichannel spectrum sensing using randomized sampling schemes
- Spectral estimation of continuous-time stationary processes from random sampling
- Statistical inference for spatial statistics defined in the Fourier domain
- Time series with Poisson point process.
- Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data
- SUBORDINATION OF STATIONARY PROCESSES
- Spectral density estimation for \(p\)-adic stationary processes
- Estimation and reconstruction for zero-one Markov processes
- Model fitting for continuous-time stationary processes from discrete-time data
- Self-normalized inference for stationarity of irregular spatial data
- On the statistical properties of a stationary process sampled by a stationary point process
- BISPECTRAL ANALYSIS OF RANDOMLY SAMPLED DATA
- A non-parametric estimator of the spectral density of a continuous-time Gaussian process observed at random times
- Inheritance of strong mixing and weak dependence under renewal sampling
- Some computational aspects of Gaussian CARMA modelling
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