A note about stationary process random sampling

被引：1

作者：

Lacaze, PB ^{[1
]}

机构：

[1] ELECT LAB,F-31071 TOULOUSE,FRANCE

来源：

STATISTICS & PROBABILITY LETTERS | 1996年 / 31卷 / 02期

关键词：

stationary random functions; random sampling; jitter;

D O I：

10.1016/S0167-7152(96)00024-7

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It often happens that we observe a process Z(t) without knowing the observation dates. We put ourselves in the case where the stationary process and the sampling instants are non-observed and of the form t(n) = n + A(n). In the case where the A(n) have the same probability law, we give a NSC in order that Z(t) can then be rebuilt without error.

引用

页码：133 / 137

页数：5

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