Asymptotic property of spectral density estimators of a continuous time process almost periodically correlated low dependent by Poisson

DOI10.17654/TS061020145zbMATH Open1499.62123MaRDI QIDQ5069476FDOQ5069476

Vincent Monsan, Sylvestre Placide Ekra

Publication date: 19 April 2022

Published in: Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Recommendations

• RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES
• Poisson sampling for spectral estimation in periodically correlated processes
• Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
• Spectral estimation of continuous-time stationary processes from random sampling
• Strong consistency with rates of spectral estimation of continuous-time processes: from periodic and poisson sampling schemes

zbMATH Keywords

asymptotic normalityestimationspectral densitiesweakly dependent processalmost-periodic processalmost-periodically correlated processesPoissonian samplingroot-mean-square consistency

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Spectral estimation of continuous-time stationary processes from random sampling
• Weak dependence. With examples and applications.
• A new weak dependence condition and applications to moment inequalities
• Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes
• Correlation theory of almost periodically correlated processes
• Block Bootstrap for Poisson‐Sampled Almost Periodic Processes
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
• Title not available (Why is that?)
• Bootstrap for the second-order analysis of Poisson-sampled almost periodic processes
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• Title not available (Why is that?)
• RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES
• Functional limit theory for the spectral covariance estimator

Cited In (5)

• Strong consistency with rates of spectral estimation of continuous-time processes: from periodic and poisson sampling schemes
• Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
• Poisson sampling for spectral estimation in periodically correlated processes
• Sur la convergence uniforme presque complète dans l'estimation de la densité spectrale d'un processus à temps continu après échantillonnage du temps (On the almost complete and uniform convergence of spectral density estimation for a continuous-parameter process from time sampling)
• Choice of the spectral window width by cross-validation: case of the almost periodically correlated process with continuous time

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