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

DOI10.17654/TS061020145MaRDI QIDQ5069476zbMATH OpenFDO

Authors Sylvestre Placide Ekra, Vincent Monsan

Publication date 19 April 2022

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

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)

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

Cites work

• scientific article; zbMATH DE number 3438153 (Why is no real title available?)
• scientific article; zbMATH DE number 834327 (Why is no real title available?)
• A new weak dependence condition and applications to moment inequalities
• An invariance principle for weakly dependent stationary general models
• Block bootstrap for Poisson-sampled almost periodic processes
• Bootstrap for the second-order analysis of Poisson-sampled almost periodic processes
• Correlation theory of almost periodically correlated processes
• Estimation of the Fourier coefficient functions and their spectral densities for -mixing almost periodically correlated processes
• Functional limit theory for the spectral covariance estimator
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
• RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES
• Spectral estimation of continuous-time stationary processes from random sampling
• Weak dependence. With examples and applications.

Cited in

(8)

• Strong consistency with rates of spectral estimation of continuous-time processes: from periodic and poisson sampling schemes
• Statistical inference of spectral estimation for continuous-time MA processes with finite second moments
• Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic 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)
• Poisson sampling for spectral estimation in periodically correlated processes
• Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series
• Choice of the spectral window width by cross-validation: case of the almost periodically correlated process with continuous time
• Discrete periodic sampling with jitter and almost periodically correlated processes

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