Strong consistency with rates of spectral estimation of continuous-time processes: from periodic and poisson sampling schemes

DOI10.1080/10485250410001656426zbMath1065.62159MaRDI QIDQ4831080

Mustapha Rachdi

Publication date: 20 December 2004

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250410001656426

zbMATH Keywords

Spectral Analysis; Point Processes; a-mixing Process; Alias-free Sampling; Spectral Density Functions

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62M15: Inference from stochastic processes and spectral analysis

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Cites Work

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• Non-parametric covariance estimation from irregularly-spaced data
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