Estimation of second-order properties from jittered time series

DOI10.1007/BF00049287zbMath0857.62092OpenAlexW2142602578MaRDI QIDQ1817406

Peter J. Thomson, Peter M. Robinson

Publication date: 6 March 1997

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

Full work available at URL: https://doi.org/10.1007/bf00049287

zbMATH Keywords

time seriespoint processkernel density estimationjittered samplingrelative efficienciesautocovariance estimationspectral estimation procedureszero-mean, band-limited stationary process

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

On the theory of continuous time series ⋮ Slepian Wavelet Variances for Regularly and Irregularly Sampled Time Series

Cites Work

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• Alias-free sampling: An alternative conceptualization and its applications
• Non-parametric covariance estimation from irregularly-spaced data

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