Poisson sampling for spectral estimation in periodically correlated processes
Volume 22 / 1994
Applicationes Mathematicae 22 (1994), 227-266
DOI: 10.4064/am-22-2-227-266
Abstract
We study estimation problems for periodically correlated, non gaussian processes. We estimate the correlation functions and the spectral densities from continuous-time samples. From a random time sample, we construct three types of estimators for the spectral densities and we prove their consistency.
