Bispectrum estimation for a continuous-time stationary process from a random sampling
نویسندگان
چکیده
We propose an asymptotically unbiased and consistent estimate of the bispectrum of a stationary continuous-time process X = {X(t)}t∈R. The estimate is constructed from observations obtained by a random sampling of the time by {X(τk)}k∈Z, where {τk}k∈Z is a sequence of real random variables, generated from a Poisson counting process. Moreover, we establish the asymptotic normality of the constructed estimate.
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