Estimation of second-order properties from jittered time series

Annals of the Institute of Statistical Mathematics

Volumn 48, Issue 1, 1996, Pages 29-48

  Thomson, Peter J ^a   Robinson, Peter M ^b  

^a VICTORIA UNIVERSITY OF WELLINGTON   (New Zealand)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Autocovariance estimation; Jittered sampling; Kernel density estimation; Spectral estimation; Stationary processes

Indexed keywords

SAMPLING;

AUTOCOVARIANCE; MEAN ESTIMATION; POINT PROCESS; RELATIVE EFFICIENCY; STANDARD DEVIATION; STATIONARY PROCESS; TIME SERIES;

ESTIMATION;

EID: 0030367399     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF00049287     Document Type: Article

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