Bootstrap for the second-order analysis of Poisson-sampled almost periodic processes

In this paper we consider a continuous almost periodically correlated process {X(t), t ∈ R} that is observed at the jump moments of a stationary Poisson point process {N (t), t ≥ 0}. The processes {X(t), t ∈ R} and {N (t), t ≥ 0} are assumed to be independent. We define the kernel estimators of the...

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Veröffentlicht in:	Electronic journal of statistics 2017-01, Vol.11 (1), p.99-147
Hauptverfasser:	Dehay, Dominique, Dudek, Anna E.
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics Statistics
Online-Zugang:	Volltext
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