On the weak convergence of a class of estimators of the variance-time curve of a weakly stationary point process
1977 ◽
Vol 14
(01)
◽
pp. 114-126
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Keyword(s):
The second-moment structure of an estimator V*(t) of the variance-time curve V(t) of a weakly stationary point process is obtained in the case where the process is Poisson. This result is used to establish the weak convergence of a class of estimators of the form Tβ (V*(tTα ) – V(tTα )), 0 < α < 1, to a non-stationary Gaussian process. Similar results are shown to hold when α = 0 and in the case where V(tTα ) is replaced by a suitable estimator.
1978 ◽
Vol 15
(02)
◽
pp. 433-439
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1977 ◽
Vol 14
(04)
◽
pp. 748-757
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Keyword(s):
1975 ◽
Vol 4
(4)
◽
pp. 317-338
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1975 ◽
Vol 39
(1)
◽
pp. 30-35
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1963 ◽
Vol 25
(2)
◽
pp. 500-500