ArticleOriginal scientific text
Title
Poisson sampling for spectral estimation in periodically correlated processes
Authors 1
Affiliations
- Laboratoire d'Analyse et Modèles Stochastiques, URA CNRS 1378, Université de Rouen, F-76821 Mont Saint Aignan Cedex, France
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.
Keywords
quartic-mean consistency, periodically correlated processes, spectral density functions, Poisson sampling
Bibliography
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- H. S. Shapiro and R. A. Silverman, Alias-free sampling of random noise, J. Soc. Indust. Appl. Math. 8 (1960), 225-248.
Pages:
227-266
Main language of publication
English
Received
1993-01-21
Published
1994
Exact and natural sciences