A note about stationary process random sampling

Pr. B. Lacaze

Statistics & Probability Letters, 1996, vol. 31, issue 2, 133-137

Abstract: It often happens that we observe a process Z(t) without knowing the observation dates. We put ourselves in the case where the stationary process and the sampling instants are non-observed and of the form tn - n + An. In the case where the An have the same probability law, we give a NSC in order that Z(t) can then be rebuilt without error.

Keywords: Stationary; random; functions; Random; sampling; Jitter (search for similar items in EconPapers)
Date: 1996
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