Concepedia

Sampling Schemes

Sampling Schemes is a methodological framework in high-frequency time series analysis that specifies the rules and intervals governing the selection of discrete observations from a continuous-time stochastic process to balance statistical efficiency and computational feasibility.

1.1K

Publications

62.2K

Citations

2.2K

Authors

943

Institutions

Publications per year

2017–2026

185

Parents

Publications

1.1K

A Tale of Two Time Scales

Lan Zhang, Per A. Mykland, Yacine Aı̈t-Sahalia · Journal of the American Statistical Association · 2005 · 1.3K citations

, , +15

Why do we Sometimes get Nonsense-Correlations between Time-Series?--A Study in Sampling and the Nature of Time-Series

George Yule · Journal Of The Royal Statistical Society · 1926 · 1.2K citations

, , +6

An Overview of Recent Advances in Event-Triggered Consensus of Multiagent Systems

Lei Ding, Qing‐Long Han, Xiaohua Ge et al. · IEEE Transactions on Cybernetics · 2017 · 1.2K citations · Full text

, , +16

Comparison of Riemann and Lebesgue sampling for first order stochastic systems

Karl Johan Åström, Bo Bernhardsson · 2003 · 990 citations

, , +13

How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise

Yacine Aı̈t-Sahalia, Per A. Mykland, Lan Zhang · Review of Financial Studies · 2005 · 923 citations

, , +16

1–5 of 1.1K

Authors

2.2K

  1. CB
    Carlo Bardaro

    University of Perugia, Italy

    10 publications · 391 citations

    10

    h-index

  2. PL
    P. L. Butzer

    RWTH Aachen University, Germany

    9 publications · 811 citations

    9

    h-index

  3. EM
    E. Masry

    University of California San Diego, United States

    9 publications · 472 citations

    9

    h-index

  4. MM
    Marek Miśkowicz

    AGH University of Krakow, Poland

    9 publications · 704 citations

    9

    h-index

  5. IM
    Ilaria Mantellını

    University of Perugia, Italy

    8 publications · 144 citations

    8

    h-index

1–5 of 2.2K

Institutions

943

  1. Massachusetts Institute of Technology

    Cambridge, United States

    16 h-index

    31 publications

    2.2K citations

  2. University of California San Diego

    San Diego, United States

    15 h-index

    19 publications

    1.2K citations

  3. University of Perugia

    Perugia, Italy

    15 h-index

    28 publications

    987 citations

  4. Centre National de la Recherche Scientifique

    Paris, France

    15 h-index

    29 publications

    1.9K citations

  5. Imperial College London

    London, United Kingdom

    14 h-index

    33 publications

    1.9K citations

  6. École Polytechnique Fédérale de Lausanne

    Lausanne, Switzerland

    14 h-index

    41 publications

    2.3K citations

  7. University of Cambridge

    Cambridge, United Kingdom

    13 h-index

    25 publications

    1.3K citations

  8. University of California, Berkeley

    Berkeley, United States

    13 h-index

    20 publications

    1.3K citations

1–8 of 943

Venues

  1. IEEE Transactions on Signal Processing

    45 publications · 2.3K citations

    24

    h-index

  2. IEEE Transactions on Information Theory

    25 publications · 1.2K citations

    17

    h-index

  3. Journal of the American Statistical Association

    20 publications · 2.1K citations

    16

    h-index

  4. Technometrics

    17 publications · 683 citations

    14

    h-index

  5. Signal Processing

    18 publications · 373 citations

    14

    h-index

1–5