Poisson sampling for spectral estimation in periodically correlated processes

Tom 22 / 1994

Vincent Monsan Applicationes Mathematicae 22 (1994), 227-266 DOI: 10.4064/am-22-2-227-266

Streszczenie

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.

Autorzy

  • Vincent Monsan

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