The second-order moments of the sample covariances for time series with missing observations (Q3825975)
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scientific article; zbMATH DE number 4100455
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| English | The second-order moments of the sample covariances for time series with missing observations |
scientific article; zbMATH DE number 4100455 |
Statements
The second-order moments of the sample covariances for time series with missing observations (English)
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1989
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estimation of the covariances of stationary time series
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missing observations
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asymptotic second-order moments
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Closed-form expressions
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random Bernoulli pattern
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deterministic periodic pattern of missing observations
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autoregressive moving-average (ARMA) time series
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spectrum estimation algorithms
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sample covariances
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0.8515154
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0.8438866
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0.8409628
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0.83934975
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0.83718395
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0.8368334
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