ASYMPTOTIC PROPERTY OF SPECTRAL DENSITY ESTIMATORS OF A CONTINUOUS TIME PROCESS ALMOST PERIODICALLY CORRELATED LOW DEPENDENT BY POISSON

DOI10.17654/TS061020145zbMath1499.62123MaRDI QIDQ5069476

Vincent Monsan, Sylvestre Placide Ekra

Publication date: 19 April 2022

Published in: Far East Journal of Theoretical Statistics (Search for Journal in Brave)

zbMATH Keywords

estimationasymptotic normalityspectral densitiesweakly dependent processalmost-periodic processalmost-periodically correlated processesPoissonian samplingroot-mean-square consistency

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

Choice of the spectral window width by cross-validation: case of the almost periodically correlated process with continuous time

Cites Work

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