Estimation de la densité spectrale d'un processus en temps continu par échantillonage aléatoire

Merahi, Fateh; Messaci Fatiha

dc.contributor.author	Merahi, Fateh
dc.contributor.author	Messaci Fatiha
dc.date.accessioned	2022-05-25T08:50:08Z
dc.date.available	2022-05-25T08:50:08Z
dc.date.issued	2007-06-09
dc.identifier.uri	http://depot.umc.edu.dz/handle/123456789/9149
dc.description	116 f.
dc.description.abstract	In this thesis we study the estimator of the spectral density of a continuous-time processes, with random sampling, wich be proposed by Lii and Masry in 1994. Next we consider the case of an unknown mean process, we show that the bias of the estimator is asymptotically null. Finally a simulation work permits us to complete the theoretical study.
dc.language.iso	fre
dc.publisher	Université Frères Mentouri - Constantine 1
dc.subject	Mathématiques
dc.subject	Simulation
dc.subject	Normalité
dc.subject	Estimation spéctrale
dc.subject	Processus à temps continu
dc.subject	Processus potentiel
dc.subject	Biais asymptotique
dc.subject	Biais asymptotique
dc.subject	Convergence en moyenne quadratique
dc.subject	Spectral estimation of continuous-time processes
dc.subject	point processes
dc.subject	asymptotic bias
dc.subject	meansquares consistency
dc.subject	normality
dc.title	Estimation de la densité spectrale d'un processus en temps continu par échantillonage aléatoire
dc.type	Thesis
dc.coverage	01 Disponible à la salle de recherche 02 Disponibles au magazin de la B.U.C. 01 CD