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Estimation of a centrality parameter and random sampling time schemes. II: Applications. (English) Zbl 0788.62080
Summary: An ARMA stationary process is sampled according to a renewal process. While estimating a centrality parameter and using the criterion as in part I, ibid., No. 1, 67-78 (1990; Zbl 0719.62097), we investigate the optimal sampling law’s support. We prove that in most of the situations this support is finite, and we give numerical results.
MSC:
62M09 Non-Markovian processes: estimation
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
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References:
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[2] CI. Deniau G. Oppenheim, M. CI. Viano: Estimation of a centrality parameter and random sampling times schemes. Part I: Necessary condition of optimality. Kybernetika 26 (1990), 1, 67-78. · Zbl 0719.62097 · www.kybernetika.cz · eudml:27375
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