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

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  • Charlot, F.
  • Rachdi, M.

Abstract

Let , where or , 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, , where is a real point process. This study is done for [phi], [beta], [rho] and [alpha]-mixing processes.

Suggested Citation

  • Charlot, F. & Rachdi, M., 2008. "On the statistical properties of a stationary process sampled by a stationary point process," Statistics & Probability Letters, Elsevier, vol. 78(4), pages 456-462, March.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:4:p:456-462
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    References listed on IDEAS

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    1. Resnick, Sidney & Samorodnitsky, Gennady, 2004. "Point processes associated with stationary stable processes," Stochastic Processes and their Applications, Elsevier, vol. 114(2), pages 191-209, December.
    2. Lii, Keh-Shin & Masry, Elias, 1994. "Spectral estimation of continuous-time stationary processes from random sampling," Stochastic Processes and their Applications, Elsevier, vol. 52(1), pages 39-64, August.
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