Guttorp, Peter; Lockhart, Richard A. - In: Stochastic Processes and their Applications 31 (1989) 2, pp. 315-320
A random walk on the line is observed at times n1, n1 + n2,.... If the steps have 2k - 2 finite moments then the kth moment can be estimated consistently if and only if [Sigma]n2-ki = [infinity].