Asymptotic properties of spectral estimates of second-order with missed observations (Q3564707)
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scientific article; zbMATH DE number 5712292
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| English | Asymptotic properties of spectral estimates of second-order with missed observations |
scientific article; zbMATH DE number 5712292 |
Statements
Asymptotic Properties of Spectral Estimates of Second-Order with Missed Observations (English)
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26 May 2010
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continuous time series
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modified periodogram
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spectral density
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spectral measure
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autocovariance
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data window
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asymptotic normality
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0.8762937784194946
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0.8615327477455139
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0.8229355216026306
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0.8003085255622864
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0.7916693091392517
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