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| HAL: hal-00369063, version 1 |
| DOI: 10.1007/s11203-006-0004-3 |
| Detailed view |  Export this paper |
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| Statistical Inference for Stochastic Processes 10, 3 (2007) 223-253 |
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| Discrete periodic sampling with jitter and almost periodically correlated processes |
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| Dominique Dehay 1Vincent Monsan 2 |
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| (2007) |
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| The zero-mean process is said to be almost periodically correlated whenever its shifted covariance kernel is almost periodic in t uniformly with respect to . Then it admits a Fourier-Bohr decomposition: . This paper deals with the estimation of the spectral covariance a(λ,τ) from a discrete time observation of the process , when jitter and delay phenomena are present in conjunction with periodic sampling. Under mixing conditions, we establish the consistency and the asymptotic normality of empirical estimators as the sampling time step tends to 0 and the sampling period tends to infinity |
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| 1: | Institut de Recherche Mathématique de Rennes (IRMAR) |
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CNRS : UMR6625 – Université de Rennes 1 – École normale supérieure de Cachan - ENS Cachan – Institut National des Sciences Appliquées (INSA) : - RENNES – Université de Rennes II - Haute Bretagne |
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| 2: | Université de Cocody |
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Université de Cocody |
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| Subject | : | Mathematics/Statistics Statistics/Statistics Theory |
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| Continuous time process – Almost periodic covariance – Spectral covariance – Discrete time sampling – Jitter – Consistent estimator |
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| hal-00369063, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00369063 | |
| oai:hal.archives-ouvertes.fr:hal-00369063 | |
| From: Dominique Hervé | |
| Submitted on: Wednesday, 18 March 2009 12:02:32 | |
| Updated on: Thursday, 25 February 2010 11:47:35 | |
