Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes Academic Article uri icon

abstract

  • It is shown that the empirical characteristic function (ecf) of any random variable X is a harmonizable process whose spectral measure can be expressed in terms of the distribution function of X. This result and some of its consequences are used to give algorithms for finding the optimal sample times and sampling of the ecf. 1987.

published proceedings

  • Journal of Statistical Planning and Inference

author list (cited authors)

  • Pourahmadi, M.

citation count

  • 2

complete list of authors

  • Pourahmadi, Moshen

publication date

  • January 1987