Spectral density estimation from random sampling for multiplicative stationary processes

DOI10.1016/S0898-1221(03)90115-5MaRDI QIDQ597350zbMATH OpenOpenAlexFDO

Authors Valérie Girardin, Mustapha Rachdi

Publication date 6 August 2004

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0898-1221(03)90115-5

zbMATH Keywords

ConsistencyCumulantsNonstationary processesSpectral estimationSpectral representation

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

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• Walsh Spectral Analysis

Cited in

(21)

• Aggregation of spectral density estimators
• Spectral estimation of the Lévy density in partially observed affine models
• Estimation of spectral densities of stationary processes by the method of local minimum contrast
• Spectral density estimation for linear processes with dependent innovations
• Estimation of spectral density of stochastic processes in identification, filtering, and prediction
• scientific article; zbMATH DE number 908049 (Why is no real title available?)
• Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
• ON THE SELECTION OF RANDOM SAMPLING SCHEMES FOR THE SPECTRAL ESTIMATION OF CONTINUOUS TIME PROCESSES
• Nonstationary Data Analysis by Time Deformation
• Comparison of two sampling schemes in the spectral estimation of processes with random stationary \(n\)th increments
• Large sample properties of spectral estimators for a class of stationary nonlinear processes
• Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators
• Statistical estimation of multidimensional parameter of spectral density. II
• Time changes and stationarity issues for extended scalar autoregressive models
• Spectral estimation of irregularly sampled multidimensional processes by generalized prolate spheroidal sequences
• Estimation of trispectral density of a stationary stochastic process
• ON A CLASS OF NONSTATIONARY PROCESSES
• scientific article; zbMATH DE number 4020993 (Why is no real title available?)
• Spectral density estimation from random sampling for multiplicative stationary processes
• Spectral estimation of continuous-time stationary processes from random sampling
• Spectral analysis of stochastically sampled dynamic systems

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