Non-parametric covariance estimation from irregularly-spaced data

DOI10.2307/1426985zbMath0508.62035OpenAlexW2327970503MaRDI QIDQ4746660

Elias Masry

Publication date: 1983

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426985

zbMATH Keywords

convergence ratesasymptotic normalityPoisson point processstationary time seriescovariance estimationrandom sampling schemesquadratic-mean consistencyirregularly-spaced data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

Related Items (14)

Spectral estimation of continuous-time stationary processes from random sampling ⋮ Asymptotic properties of a nonparametric intensity estimator of a nonhomogeneous Poisson process ⋮ Strong consistency with rates of spectral estimation of continuous-time processes: from periodic and poisson sampling schemes ⋮ Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators ⋮ Non parametric estimation of smooth stationary covariance functions by interpolation methods ⋮ Inheritance of strong mixing and weak dependence under renewal sampling ⋮ Model fitting for continuous-time stationary processes from discrete-time data ⋮ On the theory of continuous time series ⋮ On the asymptotic joint distribution of sample space-time covariance estimators ⋮ Statistical inference on regression with spatial dependence ⋮ Assessing Isotropy for Spatial Point Processes ⋮ Estimation of second-order properties from jittered time series ⋮ The Correct Asymptotic Variance for the Sample Mean of a Homogeneous Poisson Marked Point Process ⋮ Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data

This page was built for publication: Non-parametric covariance estimation from irregularly-spaced data