V. GIRARDIN, M. RACHDI
Spectral density estimation from random sampling for multiplicative
stationary processes.
(219K, PostScript file)
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.