Geodesic
Poisson sampling for spectral estimation in periodically correlated processes
Applicationes Mathematicae, Tome 22 (1993) no. 2, pp. 227-266.

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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.
DOI : 10.4064/am-22-2-227-266
Keywords: quartic-mean consistency, periodically correlated processes, spectral density functions, Poisson sampling

Vincent Monsan 1

1 
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Vincent Monsan. Poisson sampling for spectral estimation in periodically correlated processes. Applicationes Mathematicae, Tome 22 (1993) no. 2, pp. 227-266. doi : 10.4064/am-22-2-227-266. http://geodesic.mathdoc.fr/articles/10.4064/am-22-2-227-266/

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