Estimating main characteristics of processes with non-regular observations

Authors

  • Tatiana Varatnitskaya Belarus State University

DOI:

https://doi.org/10.12697/ACUTM.2008.12.04

Keywords:

amplitude modulation, covariance function, mean, missing observations, spectral density

Abstract

In this paper the amplitude modulated version of a random process is investigated. Two cases have been taken into consideration.
When the irregularities in observations are defined as a Poisson sequence, the estimators of the covariance function and the spectral density have been constructed. When the irregularities in observations are defined as a stationary random process in the wide sense, the estimators of the mean and the covariance function have been constructed. Statistical properties of the estimators have been studied.

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Published

2008-12-31

Issue

Section

Articles