Poisson sampling for spectral estimation in periodically correlated processes
Monsan, Vincent
Applicationes Mathematicae, Tome 22 (1994), p. 227-266 / Harvested from The Polish Digital Mathematics Library
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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.

Publié le : 1994-01-01
EUDML-ID : urn:eudml:doc:219093 
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     author = {Vincent Monsan},
     title = {Poisson sampling for spectral estimation in periodically correlated processes},
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     volume = {22},
     year = {1994},
     pages = {227-266},
     zbl = {0814.62059},
     language = {en},
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Monsan, Vincent. Poisson sampling for spectral estimation in periodically correlated processes. Applicationes Mathematicae, Tome 22 (1994) pp. 227-266. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv22z2p227bwm/

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