Poisson sampling for spectral estimation in periodically correlated processes
نویسندگان
چکیده
منابع مشابه
SHIFT OPERATOR FOR PERIODICALLY CORRELATED PROCESSES
The existence of shift for periodically correlated processes and its boundedness are investigated. Spectral criteria for these non-stationary processes to have such shifts are obtained.
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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.
متن کاملshift operator for periodically correlated processes
the existence of shift for periodically correlated processes and its boundedness are investigated. spectral criteria for these non-stationary processes to have such shifts are obtained.
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This paper contains a survey of the spectral theory of periodically correlated and almost periodically correlated stochastic processes. These processes are also called cyclostationary and almost cyclostationary, and we give give some remarks concerning the historical development of the two nomenclatures. In this paper we survey the spectral theory of the covariance, the estimation of the Fourie...
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A new method for sampling from a finite population that is spread in one, two or more dimensions is presented. Weights are used to create strong negative correlations between the inclusion indicators of nearby units. The method can be used to produce unequal probability samples that are well spread over the population in every dimension, without any spatial stratification. Since the method is v...
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ژورنال
عنوان ژورنال: Applicationes Mathematicae
سال: 1994
ISSN: 1233-7234,1730-6280
DOI: 10.4064/am-22-2-227-266