Title:
|
Estimation of a centrality parameter and random sampling time. I. Necessary conditions for optimality (English) |
Author:
|
Deniau, Claude |
Author:
|
Oppenheim, Georges |
Author:
|
Viano, Marie-Claude |
Language:
|
English |
Journal:
|
Kybernetika |
ISSN:
|
0023-5954 |
Volume:
|
26 |
Issue:
|
1 |
Year:
|
1990 |
Pages:
|
67-78 |
. |
Category:
|
math |
. |
MSC:
|
62M09 |
MSC:
|
62M10 |
MSC:
|
62M99 |
idZBL:
|
Zbl 0719.62097 |
idMR:
|
MR1042232 |
. |
Date available:
|
2009-09-24T18:17:24Z |
Last updated:
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2012-06-05 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/124220 |
. |
Related article:
|
http://dml.cz/handle/10338.dmlcz/124689 |
. |
Reference:
|
[1] T. W. Anderson: Statistical Analysis of Time Series.J. Wiley, New York 1971. Zbl 0225.62108, MR 0283939 |
Reference:
|
[2] H. Cartan: Cours de Calcul Differentiel.Hermann, Paris 1977. Zbl 0408.58001, MR 0223194 |
Reference:
|
[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. MR 0774689 |
Reference:
|
[4] CI. Deniau G. Oppenheim, M. CI. Viano: Time random sampling.Prepublication 86 T Université Paris Sud, 1986. Submitted to publication. |
Reference:
|
[5] N. Dunford, J. T. Schwartz: Linear Operator, Volume 1.J. Wiley, New York 1957. |
Reference:
|
[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. MR 0688681 |
Reference:
|
[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. MR 0574824 |
Reference:
|
[8] G. Oppenheim: Echantillonnage aléatoire d'un processus ARMA.C. R. Acad. Sci. Paris Ser. I. Math. 295 (1982), 403-406. Zbl 0514.60044, MR 0684736 |
Reference:
|
[9] G. Oppenheim: These d'Etat.Université Paris V, 1983. |
Reference:
|
[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. Zbl 0425.49028, MR 0540387 |
Reference:
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[11] P. M. Robinson: Continuous models fitting from discrete data.In: Direction in Time Series (Brillinger, ed.), 1978, pp. 263-278. MR 0624656 |
Reference:
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[12] R. T. Rockafellar: Directionally lipschitzian functions and sub differential calculus.Proc. London Math. Soc. (3) 39 (1979), 331-335. MR 0548983 |
Reference:
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[13] W. Rudin: Analyse reelle et complexe.Masson, Paris 1975. Zbl 0333.28001, MR 0662565 |
Reference:
|
[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. MR 0867447 |
Reference:
|
[15] Y. Taga: The optimal sampling procedure for estimating the mean of stationary Markov processes.Ann. Inst. Statist. MAth 17 (1965), 105 - 112. Zbl 0161.15802, MR 0175229 |
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