scientific article; zbMATH DE number 4186929

zbMath0719.62097MaRDI QIDQ5751795

Marie-Claude Viano, Georges Oppenheim, Claude Deniau

Publication date: 1990

Full work available at URL: https://eudml.org/doc/27375

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymptotic variancerenewal processinter-sample interval distributionweakly stationary discrete-time process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99)

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Cites Work

• On some sampling schemes for estimating the parameters of a continuous time series
• The optimal sampling procedure for estimating the mean of stationary Markov processes
• Directionally Lipschitzian Functions and Subdifferential Calculus
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