ESTIMATION OF 2ND-ORDER PROPERTIES FROM JITTERED TIME-SERIES

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 ca se of interest is where the sampling scheme is near regular so that th e jitter standard deviation is small compared to the sampling interval . Such situations occur with many time series collected in the physica l sciences including, in particular, oceanographic profiles. Spectral estimation procedures are developed for the case of independent jitter and autocovariance estimation procedures for both independent and dep endent jitter. These are typically modifications of general estimation procedures proposed elsewhere, but tailored to the particular jittere d sampling scheme considered. The theoretical properties of these esti mators are developed and their relative efficiencies compared. The pro perties of the jittered sampling point process are also developed. The se lead to a better understanding, in this situation, of more general techniques available for processes sampled by stationary point process es.