(Received March 4, 1994; revised February 15, 1995)
This paper considers spectral and
autocovariance estimation for a zero-mean, band-limited,
stationary process that has been sampled at time points
jittered from a regular, equi-interval, sampling scheme. The
case of interest is where the sampling scheme is near regular
so that the jitter standard deviation is small compared to the
sampling interval. Such situations occur with many time series
collected in the physical sciences including, in particular,
Spectral estimation procedures are developed for the case of independent jitter and autocovariance estimation procedures for both independent and dependent jitter. These are typically modifications of general estimation procedures proposed elsewhere, but tailored to the particular jittered sampling scheme considered. The theoretical properties of these estimators are developed and their relative efficiencies compared.
The properties of the jittered sampling point process are also developed. These lead to a better understanding, in this situation, of more general techniques available for processes sampled by stationary point processes.
Key words and phrases: Jittered sampling, stationary processes, spectral estimation, autocovariance estimation, kernel density estimation.
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