Estimation of a centrality parameter and random sampling time. I. Necessary conditions for optimality

Claude Deniau; Georges Oppenheim; Marie-Claude Viano

Kybernetika (1990)

  • Volume: 26, Issue: 1, page 67-78
  • ISSN: 0023-5954

How to cite

top

Deniau, Claude, Oppenheim, Georges, and Viano, Marie-Claude. "Estimation of a centrality parameter and random sampling time. I. Necessary conditions for optimality." Kybernetika 26.1 (1990): 67-78. <http://eudml.org/doc/27375>.

@article{Deniau1990,
author = {Deniau, Claude, Oppenheim, Georges, Viano, Marie-Claude},
journal = {Kybernetika},
keywords = {weakly stationary discrete-time process; renewal process; inter-sample interval distribution; asymptotic variance},
language = {eng},
number = {1},
pages = {67-78},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Estimation of a centrality parameter and random sampling time. I. Necessary conditions for optimality},
url = {http://eudml.org/doc/27375},
volume = {26},
year = {1990},
}

TY - JOUR
AU - Deniau, Claude
AU - Oppenheim, Georges
AU - Viano, Marie-Claude
TI - Estimation of a centrality parameter and random sampling time. I. Necessary conditions for optimality
JO - Kybernetika
PY - 1990
PB - Institute of Information Theory and Automation AS CR
VL - 26
IS - 1
SP - 67
EP - 78
LA - eng
KW - weakly stationary discrete-time process; renewal process; inter-sample interval distribution; asymptotic variance
UR - http://eudml.org/doc/27375
ER -

References

top
  1. T. W. Anderson, Statistical Analysis of Time Series, J. Wiley, New York 1971. (1971) Zbl0225.62108MR0283939
  2. H. Cartan, Cours de Calcul Differentiel, Hermann, Paris 1977. (1977) Zbl0408.58001MR0223194
  3. CI. Deniau G. Oppenheim, M. CI. Viano, Préservation de la minimalité par échantillonnage aléatoire, C. R. Acad. Sci. Paris Sér. I. Math. 299 (1984), 1001-1004. (1984) MR0774689
  4. CI. Deniau G. Oppenheim, M. CI. Viano, Time random sampling, Prepublication 86 T Université Paris Sud, 1986. Submitted to publication. (1986) 
  5. N. Dunford, J. T. Schwartz, Linear Operator, Volume 1, J. Wiley, New York 1957. (1957) 
  6. G. C. Goodwin, R. L. Payne, Choice of sampling intervals in systems identification, In: Advances and Case Studies (R. K. Mehra, D. G. Lainiotis, eds.), Academic Press, New York 1976. (1976) MR0688681
  7. P. Mac-Dunnough, D. Wolfson, On some sampling schemes for estimating the parameter of continuous time series, Ann. Inst. Statist. Math. 31 (1979), part A, 487-497. (1979) MR0574824
  8. G. Oppenheim, Echantillonnage aléatoire d'un processus ARMA, C. R. Acad. Sci. Paris Ser. I. Math. 295 (1982), 403-406. (1982) Zbl0514.60044MR0684736
  9. G. Oppenheim, These d'Etat, Université Paris V, 1983. (1983) 
  10. J. C. Pomerol, Application de la programmation convexe a la programmation différentiable, C. R. Acad. Sci. Paris Sér. I. Math. 288 (1979), 1041-1044. (1979) Zbl0425.49028MR0540387
  11. P. M. Robinson, Continuous models fitting from discrete data, In: Direction in Time Series (Brillinger, ed.), 1978, pp. 263-278. (1978) MR0624656
  12. R. T. Rockafellar, Directionally lipschitzian functions and sub differential calculus, Proc. London Math. Soc. (3) 39 (1979), 331-335. (1979) MR0548983
  13. W. Rudin, Analyse reelle et complexe, Masson, Paris 1975. (1975) Zbl0333.28001MR0662565
  14. J. Stoyanov, Problem of estimation in continuous discrete stochatic models, In: Proc. 7th Conf. on Probab. Theory Braşov, 1982 (M. Iosifescu, ed.), Editura Academiei RSR, Bucharest 1984. (1982) MR0867447
  15. Y. Taga, The optimal sampling procedure for estimating the mean of stationary Markov processes, Ann. Inst. Statist. MAth 17 (1965), 105 - 112. (1965) Zbl0161.15802MR0175229

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.