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

DOI10.1080/10485250410001656426zbMath1065.62159OpenAlexW2052669089MaRDI 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 AnalysisPoint Processesa-mixing ProcessAlias-free SamplingSpectral Density Functions

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

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The effect of the regularity of the error process on the performance of kernel regression estimators ⋮ On the statistical properties of a stationary process sampled by a stationary point process

Cites Work

• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Spectral estimation of continuous-time stationary processes from random sampling
• On flat-top kernel spectral density estimators for homogeneous random fields
• Spectral estimation of continuous-time processes: Performance comparison between periodic and Poisson sampling schemes
• BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
• Non-parametric covariance estimation from irregularly-spaced data
• A study of the free oscillations of the Earth
• Alias-Free Sampling of Random Noise

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