RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES

DOI10.1111/J.1467-9892.1996.TB00286.XMaRDI QIDQ4715808zbMATH OpenOpenAlexFDO

Authors D. Dehay, Vincent Monsan

Publication date 23 March 1997

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

Full work available at URL https://doi.org/10.1111/j.1467-9892.1996.tb00286.x

zbMATH Keywords

continuous-time parameter almost periodically correlated processcumulantcyclostationary processdiscrete random-time samplingmixingquadratic consistencyrate of convergencespectral estimation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• Alias-free sampling: An alternative conceptualization and its applications
• Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
• Correlation theory of almost periodically correlated processes
• Estimation of the Fourier coefficient functions and their spectral densities for -mixing almost periodically correlated processes
• scientific article; zbMATH DE number 3765004 (Why is no real title available?)
• scientific article; zbMATH DE number 733051 (Why is no real title available?)
• scientific article; zbMATH DE number 3279378 (Why is no real title available?)
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
• Spectral analysis of the covariance of the almost periodically correlated processes
• Spectral estimation of continuous-time stationary processes from random sampling

Cited in

(20)

• Estimation of the Fourier coefficient functions and their spectral densities for -mixing almost periodically correlated processes
• Periodic bi-sampling of stationary 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)
• Subsampling for continuous-time almost periodically correlated processes
• Discrete periodic sampling with jitter and almost periodically correlated processes
• Estimation for almost periodic processes
• Correlation theory of almost periodically correlated processes
• Choice of the spectral window width by cross-validation: case of the almost periodically correlated process with continuous time
• Comparison of two sampling schemes in the spectral estimation of processes with random stationary nth increments
• Consistent statistical estimate of spectral measure discrete component for a class of random processes
• Uncertainty in measurements on spectrally correlated stochastic processes
• scientific article; zbMATH DE number 4044978 (Why is no real title available?)
• scientific article; zbMATH DE number 94790 (Why is no real title available?)
• Poisson sampling for spectral estimation in periodically correlated processes
• Sampling of Spectrally Correlated Processes
• scientific article; zbMATH DE number 834332 (Why is no real title available?)
• Asymptotic property of spectral density estimators of a continuous time process almost periodically correlated low dependent by Poisson
• Unified Analysis of Periodization-Based Sampling Methods for Matérn Covariances
• Block bootstrap for Poisson-sampled almost periodic processes
• scientific article; zbMATH DE number 972661 (Why is no real title available?)

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