Random sampling of long-memory stationary processes

  title={Random sampling of long-memory stationary processes},
  author={Anne Philippe and Marie-Claude Viano},
This paper investigates the second order properties of a stationary process after random sampling. While a short memory process gives always rise to a short memory one, we prove that long-memory can disappear when the sampling law has heavy enough tails. We prove that under rather general conditions the existence of the spectral density is preserved by… CONTINUE READING