Discrete-time spectral estimation of continuous-time processes The orthogonal series method

DOI10.1214/aos/1176345147zbMath0445.62104OpenAlexW2038127491MaRDI QIDQ1145460

Elias Masry

Publication date: 1980

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345147

zbMATH Keywords

convergence ratesconsistencystationary time seriesorthogonal series estimatesstationary Poisson point processdiscrete-time spectral estimation

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (6)

Spectral estimation of continuous-time stationary processes from random sampling ⋮ Spectral density estimation from random sampling for multiplicative stationary processes ⋮ BISPECTRAL ANALYSIS OF RANDOMLY SAMPLED DATA ⋮ Statistical inference of spectral estimation for continuous-time MA processes with finite second moments ⋮ Model fitting for continuous-time stationary processes from discrete-time data ⋮ 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)

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