On some sampling schemes for estimating the parameters of a continuous time series

zbMath0445.62100MaRDI QIDQ1145457

David B. Wolfson, Philip McDunnough

Publication date: 1979

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

sampling schemesestimating meanestimation of autocorrelationreal stationary Gaussian time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sampling theory, sample surveys (62D05)

Related Items (4)

Correlation testing in time series, spatial and cross-sectional data ⋮ Inheritance of strong mixing and weak dependence under renewal sampling ⋮ Unnamed Item ⋮ Least-square estimators in linear regression models under negatively superadditive dependent random observations

Cites Work

• Unnamed Item
• Unnamed Item
• Estimation of a time series model from unequally spaced data
• The optimal sampling procedure for estimating the mean of stationary Markov processes
• Estimation of moments of a Poisson-sampled random process
• Linear Statistical Inference and its Applications
• Estimation of the mean of a stationary time series by sampling
• Alias-Free Sampling of Random Noise

This page was built for publication: On some sampling schemes for estimating the parameters of a continuous time series