Spectral density estimation from random sampling for multiplicative stationary processes. (219K, PostScript file) Sep 14, 00
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Abstract. In this paper the spectral density estimation of a nonstationary class of processes is investigated. Although these processes are not stationary with respect to an additive binary operation i.e. in the classical weak sense, they are stationary with respect to a multiplicative binary operation. These processes exist naturally as continous-time processes. To anwer many questions in practical situations using these processes, we develop a random sampling method for estimating their spectral density by using a discrete-time process. Some simulations are given.

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