V. M O N S a N (rouen) Poisson Sampling for Spectral Estimation in Periodically Correlated Processes
نویسنده
چکیده
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.
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