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effect of sampling times is cancelled to high order. This is a particular robustness property of the two scales construction …
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optimal sampling frequency at which to estimate the parameters of a discretely sampled continuous-time model can be finite … that sampling as often as possible is optimal. But, more surprisingly, we also demonstrate that this is true even if one …
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particular, we measure the additional effects of the randomness of the sampling intervals over and beyond those due to the … discreteness of the data. We also examine the effect of simply ignoring the sampling randomness. We find that in many situations … the randomness of the sampling has a larger impact than the discreteness of the data …
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