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Spectral estimation of continuous-time stationary processes from random sampling

Author

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  • Lii, Keh-Shin
  • Masry, Elias

Abstract

Let X = {X(t), - [infinity]

Suggested Citation

  • Lii, Keh-Shin & Masry, Elias, 1994. "Spectral estimation of continuous-time stationary processes from random sampling," Stochastic Processes and their Applications, Elsevier, vol. 52(1), pages 39-64, August.
    • Handle: RePEc:eee:spapps:v:52:y:1994:i:1:p:39-64
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    Citations

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    Cited by:

    1. Jean‐Marc Bardet & Pierre R. Bertrand, 2010. "A Non‐Parametric Estimator of the Spectral Density of a Continuous‐Time Gaussian Process Observed at Random Times," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(3), pages 458-476, September.
    2. Keh‐Shin Lii & Elias Masry, 1995. "On The Selection Of Random Sampling Schemes For The Spectral Estimation Of Continuous Time Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 16(3), pages 291-311, May.
    3. Mustapha Rachdi & Rachid Sabre, 2009. "Mixed-spectra analysis for stationary random fields," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 18(3), pages 333-358, August.
    4. Charlot, F. & Rachdi, M., 2008. "On the statistical properties of a stationary process sampled by a stationary point process," Statistics & Probability Letters, Elsevier, vol. 78(4), pages 456-462, March.
    5. C. Lévy‐Leduc & E. Moulines & F. Roueff, 2008. "Frequency estimation based on the cumulated Lomb–Scargle periodogram," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(6), pages 1104-1131, November.
    6. Anne Philippe & Caroline Robet & Marie-Claude Viano, 2021. "Random discretization of stationary continuous time processes," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(3), pages 375-400, April.
    7. Glynn, Peter & Sigman, Karl, 1998. "Independent sampling of a stochastic process," Stochastic Processes and their Applications, Elsevier, vol. 74(2), pages 151-164, June.

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