RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES

DOI10.1111/j.1467-9892.1996.tb00286.xzbMath0858.62082MaRDI 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

zbMATH Keywords

rate of convergence; spectral estimation; mixing; cumulant; cyclostationary process; continuous-time parameter almost periodically correlated process; discrete random-time sampling; quadratic consistency

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62M15: Inference from stochastic processes and spectral analysis

Related Items

ASYMPTOTIC PROPERTY OF SPECTRAL DENSITY ESTIMATORS OF A CONTINUOUS TIME PROCESS ALMOST PERIODICALLY CORRELATED LOW DEPENDENT BY POISSON, Block Bootstrap for Poisson‐Sampled Almost Periodic Processes, Correlation theory of almost periodically correlated processes

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