caa a22 4500 477062741 CHVBK 20180405111405.0 cr unu---uuuuu 170330e19960301xx s 000 0 eng 10.1007/BF00049287 doi (NATIONALLICENCE)springer-10.1007/BF00049287 Estimation of second-order properties from jittered time series [Elektronische Daten] [Peter Thomson, Peter Robinson] This paper considers spectral and autocovariance estimation for a zero-mean, band-limited, stationary process that has been sampled at time points jittered from a regular, equi-interval, sampling scheme. The case of interest is where the sampling scheme is near regular so that the jitter standard deviation is small compared to the sampling interval. Such situations occur with many time series collected in the physical sciences including, in particular, oceanographic profiles. Spectral estimation procedures are developed for the case of independent jitter and autocovariance estimation procedures for both independent and dependent jitter. These are typically modifications of general estimation procedures proposed elsewhere, but tailored to the particular jittered sampling scheme considered. The theoretical properties of these estimators are developed and their relative efficiencies compared. The properties of the jittered sampling point process are also developed. These lead to a better understanding, in this situation, of more general techniques available for processes sampled by stationary point processes. The Institute of Statistical Mathematics, 1996 Jittered sampling nationallicence stationary processes nationallicence spectral estimation nationallicence autocovariance estimation nationallicence kernel density estimation nationallicence Thomson Peter Institute of Statistics and Operations Research, Victoria University of Wellington, P.O. Box 600, Wellington, New Zealand aut Robinson Peter Department of Economics, London School of Economics, Houghton Street, London, U.K. aut Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 48/1(1996-03-01), 29-48 0020-3157 48:1<29 1996 48 10463 https://doi.org/10.1007/BF00049287 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF00049287 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Thomson Peter Institute of Statistics and Operations Research, Victoria University of Wellington, P.O. Box 600, Wellington, New Zealand aut NATIONALLICENCE 700 1- Robinson Peter Department of Economics, London School of Economics, Houghton Street, London, U.K aut NATIONALLICENCE 773 0- Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 48/1(1996-03-01), 29-48 0020-3157 48:1<29 1996 48 10463 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer