RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES
DOI10.1111/j.1467-9892.1996.tb00286.xzbMath0858.62082OpenAlexW2057531897MaRDI QIDQ4715808
Vincent Monsan, Dominique Dehay
Publication date: 23 March 1997
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1996.tb00286.x
rate of convergencespectral estimationmixingcumulantcyclostationary processcontinuous-time parameter almost periodically correlated processdiscrete random-time samplingquadratic consistency
Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)
Related Items (3)
Cites Work
- Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes
- Spectral analysis of the covariance of the almost periodically correlated processes
- Spectral estimation of continuous-time stationary processes from random sampling
- Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
- Correlation theory of almost periodically correlated processes
- Alias-free sampling: An alternative conceptualization and its applications
- Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
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