连续时间长记忆随机抽样过程的推断
Inference for continuous-time long memory randomly sampled processes
摘要：
从一个连续时间长记忆随机过程出发，导出一个离散时间随机抽样过程。我们研究了这个过程的二阶性质，并建立了一些时域和频域的渐近结果。我们主要研究初始过程为高斯过程的情形。挑战在于，尽管略微保持高斯，但随机采样过程将不再是联合高斯。
英文摘要：
From a continuous-time long memory stochastic process, a discrete-time randomly sampled one is drawn. We investigate the second-order properties of this process and establish some time-and frequency-domain asymptotic results. We mainly focus on the case when the initial process is Gaussian. The challenge being that, although marginally remains Gaussian, the randomly sampled process will no longer be jointly Gaussian.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
