ON THE SELECTION OF RANDOM SAMPLING SCHEMES FOR THE SPECTRAL ESTIMATION OF CONTINUOUS TIME PROCESSES

DOI10.1111/j.1467-9892.1995.tb00235.xzbMath0819.62079OpenAlexW2011687715MaRDI QIDQ4837791

Keh-Shin Lii, Elias Masry

Publication date: 30 August 1995

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1995.tb00235.x

zbMATH Keywords

spectral estimationspectral densitycontinuous-time stationary processstationary point processalias-free samplingsampling point processinter-arrival timesadmittabilitydelayed renewal point processesmixture of gamma densitiesvariance reducing sampling schemes

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes

Cites Work

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• Spectral estimation of continuous-time stationary processes from random sampling
• Mathematical Considerations in the Estimation of Spectra
• Alias-free sampling: An alternative conceptualization and its applications