Pages that link to "Item:Q1336985"

The following pages link to Spectral estimation of continuous-time stationary processes from random sampling (Q1336985):

Displaying 35 items.

• Mixed-spectra analysis for stationary random fields (Q257500) (← links)
• Asymptotic confidence interval of power spectrum of a continuous time process through progressively faster sampling (Q394099) (← links)
• Variance or spectral density in sampled data filtering? (Q421300) (← links)
• Spectral density estimation from random sampling for multiplicative stationary processes (Q597350) (← links)
• Efficient estimation of spectral functionals for continuous-time stationary models (Q634700) (← links)
• Parameter estimation of continuous-time stationary Gaussian processes with rational spectra (Q1099122) (← links)
• Spectral density estimation for \(p\)-adic stationary processes (Q1128333) (← links)
• Model fitting for continuous-time stationary processes from discrete-time data (Q1186773) (← links)
• 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-param (Q1415534) (← links)
• Time series with Poisson point process. (Q1428186) (← links)
• Estimating the spectral density, autocovariance function and spectral measure of continuous-time stationary processes (Q1433546) (← links)
• Independent sampling of a stochastic process (Q1805749) (← links)
• Estimation of second-order properties from jittered time series (Q1817406) (← links)
• Statistical analysis of broadend periodogram for continuous time stationary processes (Q1855099) (← links)
• Empirical spectral processes and their applications to stationary point processes (Q1916489) (← links)
• Autoregression and irregular sampling: spectral estimation. (Q1960493) (← links)
• Random discretization of stationary continuous time processes (Q2036302) (← links)
• Empirical Bayes identification of stationary processes and approximation of Toeplitz spectra (Q2151875) (← links)
• Spectral estimation for non-linear long range dependent discrete time trawl processes (Q2199705) (← links)
• On the statistical properties of a stationary process sampled by a stationary point process (Q2479342) (← links)
• On the estimation of the mean of a random process from irregular observations (Q2737037) (← links)
• Comparison of two sampling schemes in the spectral estimation of processes with random stationary \(n\)th increments (Q2738875) (← links)
• A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times (Q3103134) (← links)
• ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
• Frequency estimation based on the cumulated Lomb-Scargle periodogram (Q3552867) (← links)
• (Q3597767) (← links)
• (Q4015638) (← links)
• Estimation of Continuous-Time Stochastic Signals From Sample Covariances (Q4567692) (← links)
• Sampling of Spectrally Correlated Processes (Q4572786) (← links)
• RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES (Q4715808) (← links)
• Strong consistency with rates of spectral estimation of continuous-time processes: from periodic and poisson sampling schemes (Q4831080) (← links)
• ON THE SELECTION OF RANDOM SAMPLING SCHEMES FOR THE SPECTRAL ESTIMATION OF CONTINUOUS TIME PROCESSES (Q4837791) (← links)
• ASYMPTOTIC PROPERTY OF SPECTRAL DENSITY ESTIMATORS OF A CONTINUOUS TIME PROCESS ALMOST PERIODICALLY CORRELATED LOW DEPENDENT BY POISSON (Q5069476) (← links)
• Large sample properties of spectral estimators for a class of stationary nonlinear processes (Q5467589) (← links)
• On spectral properties of stationary random processes connected by a special random time change (Q6174446) (← links)