3 citations · 9 across the 15 of their papers we have counts for
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Effect of sampling on the estimation of drift parameter of continuous time AR(1) processes
Radhendushka Srivastava, Ping Li
We study the effect of stochastic sampling on the estimation of the drift parameter of continuous time AR(1) process. A natural distribution free moment estimator is considered for…
Asymptotic distribution of a consistent cross-spectrum estimator based on uniformly spaced samples of a non-bandlimited process
Radhendushka Srivastava, Debasis Sengupta
It is well known that if the power spectral density of a continuous time stationary stochastic process does not have a compact support, data sampled from that process at any unifor…
Effect of inter-sample spacing constraint on spectrum estimation with irregular sampling
Radhendushka Srivastava, Debasis Sengupta
A practical constraint that comes in the way of spectrum estimation of a continuous time stationary stochastic process is the minimum separation between successively observed sampl…
Consistent estimation of non-bandlimited spectral density from uniformly spaced samples
Radhendushka Srivastava, Debasis Sengupta
In the matter of selection of sample time points for the estimation of the power spectral density of a continuous time stationary stochastic process, irregular sampling schemes suc…