Estimation of the Mean of a Stationary Random Process by Periodic Sampling
H. T. Balch, J. C. Dale, T. W. Eddy, R. M. Lauver · Bell System Technical Journal · 1966
Estimating the mean of a stationary random process from the average of equally weighted samples taken periodically in a closed interval (O, T) is considered. The variance of this estimator as a function of the number of samples in the interval is given in the form of a modified sampling theorem.