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.
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页码：133 / 137
页数：5
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