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Communication Dans Un Congrès Année : 2007

Bispectrum estimation for a continuous-time stationary process from random sampling

Mustapha Rachdi
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Résumé

We propose an asymptotically unbiased and consistent estimate of the bispectrum of a stationary continuous-time process X = {X(t)}t∈ℝ. The estimate is constructed from observations obtained by a random sampling of the time by {X(τk)}k∈ℤ, where {τk}k∈ℤ is a sequence of real random variables, generated from a Poisson counting process. Moreover, we establish the asymptotic normality of the constructed estimate.
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Dates et versions

hal-00853958 , version 1 (25-08-2013)

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Karim Benhenni, Mustapha Rachdi. Bispectrum estimation for a continuous-time stationary process from random sampling. Recent advances in stochastic modelling and data analysis, May 2007, Chania, Crete, Greece. pp.442-453, ⟨10.1142/9789812709691_0053⟩. ⟨hal-00853958⟩
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