RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES

DOI10.1111/j.1467-9892.1996.tb00286.xzbMath0858.62082OpenAlexW2057531897MaRDI QIDQ4715808

Vincent Monsan, Dominique Dehay

Publication date: 23 March 1997

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1996.tb00286.x

zbMATH Keywords

rate of convergencespectral estimationmixingcumulantcyclostationary processcontinuous-time parameter almost periodically correlated processdiscrete random-time samplingquadratic consistency

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

Related Items (3)

Correlation theory of almost periodically correlated processes ⋮ ASYMPTOTIC PROPERTY OF SPECTRAL DENSITY ESTIMATORS OF A CONTINUOUS TIME PROCESS ALMOST PERIODICALLY CORRELATED LOW DEPENDENT BY POISSON ⋮ Block Bootstrap for Poisson‐Sampled Almost Periodic Processes

Cites Work

• Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes
• Spectral analysis of the covariance of the almost periodically correlated processes
• Spectral estimation of continuous-time stationary processes from random sampling
• Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
• Correlation theory of almost periodically correlated processes
• Alias-free sampling: An alternative conceptualization and its applications
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
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