Spectral estimation of continuous-time stationary processes from random sampling

Keh-Shin Lii and Elias Masry

Stochastic Processes and their Applications, 1994, vol. 52, issue 1, 39-64

Abstract: Let X = {X(t), - [infinity]

Keywords: Spectral; estimation; of; continuous-time; processes; Point; processes; Alias-free; sampling; Asymptotic; bias; Covariance; Normality (search for similar items in EconPapers)
Date: 1994
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