IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v52y1994i1p39-64.html
   My bibliography  Save this article

Spectral estimation of continuous-time stationary processes from random sampling

Author

Listed:
  • 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
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-4149(94)90099-X
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    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.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:52:y:1994:i:1:p:39-64. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.