Independent sampling of a stochastic process
From MaRDI portal
Publication:1805749
DOI10.1016/S0304-4149(97)00114-2zbMath0932.60040OpenAlexW2035272721MaRDI QIDQ1805749
Publication date: 18 November 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00114-2
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Markov chains and stochastic stability
- Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators
- Construction of a stationary regenerative process
- An introduction to the theory of point processes
- Spectral estimation of continuous-time stationary processes from random sampling
- EPSTA: The coincidence of time-stationary and customer-stationary distributions
- One-sided error estimates in renewal theory
- On arrivals that see time averages: a martingale approach
- One-Dependent Regenerative Processes and Queues in Continuous Time
- Further results on ASTA for general stationary processes and related problems
- On Arrivals That See Time Averages
- A Note on PASTA and Anti-PASTA for Continuous-Time Markov Chains
- An Anti-PASTA Result for Markovian Systems
- Poisson Arrivals See Time Averages
- Event and time averages: a review
- Discrete-time spectral estimation of continuous-parameter processes -- A new consistent estimate
- [https://portal.mardi4nfdi.de/wiki/Publication:5564837 Mesure invariante sur les classes r�currentes des processus de Markov]
This page was built for publication: Independent sampling of a stochastic process