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Pré-Publication, Document De Travail Année : 2016

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

Résumé

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 Fourier coefficients of the autocovariance function of X(t) and investigate their asymptotic properties. Moreover, we propose a bootstrap method that provides consistent pointwise and simultaneous confidence intervals for the considered coefficients. Finally, to illustrate our results we provide a simulated data example.
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Dates et versions

hal-01343304 , version 1 (08-07-2016)
hal-01343304 , version 2 (04-01-2017)

Identifiants

  • HAL Id : hal-01343304 , version 1

Citer

Dominique Dehay, Anna Dudek. Bootstrap for the second-order analysis of Poisson-sampled almost periodic processes. 2016. ⟨hal-01343304v1⟩
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