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Article Dans Une Revue Statistics and Probability Letters Année : 2008

On the statistical properties of a stationary process sampled by a stationary point process

Résumé

Let X={Xt}t∈T, where T=R or Z, be a strictly stationary process, which is assumed to be strongly mixing. In this paper, we are concerned with the stationarity and the mixing properties of the process obtained from X by a random sampling, that is, {Xtn}n∈Z, where {tn}n∈Z is a real point process. This study is done for ϕ, β, ρ and α-mixing processes.

Dates et versions

hal-00853955 , version 1 (25-08-2013)

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François Charlot, Mustapha Rachdi. On the statistical properties of a stationary process sampled by a stationary point process. Statistics and Probability Letters, 2008, 78 (4), pp.456-462. ⟨10.1016/j.spl.2007.07.019⟩. ⟨hal-00853955⟩
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