Periodogram analysis with missing observations

DOI10.1007/BF02896472MaRDI QIDQ854433zbMATH OpenOpenAlexFDO

Authors M. A. Ghazal, A. Elhassanein

Publication date 4 December 2006

Published in Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02896472

zbMATH Keywords

asymptotic normalityautocovariancespectral densityWishart matrixdata window

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

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• Asymptotic properties of spectral estimates of second order
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• SPECTRAL ANALYSIS WITH TAPERED DATA
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Cited in

(9)

• Asymptotic properties of spectral estimates of second-order with missed observations
• Asymptotic properties of spectral estimates of second-order with missed observations
• Periodogram Analysis of Censored Time Series from a Designed Experiment
• Statistical properties of time series with missing observations
• On the theory of continuous time series
• Tests of periodicity with missing observations
• scientific article; zbMATH DE number 3907621 (Why is no real title available?)
• Bias correction in the frequency domain estimation of time series models
• Complex dynamics of a forced discretized version of the Mackey-Glass delay differential equation

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