On the theory of continuous time series

DOI10.1007/S13226-014-0064-9MaRDI QIDQ2018714zbMATH OpenOpenAlexFDO

Authors A. Elhassanein

Publication date 25 March 2015

Published in Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13226-014-0064-9

zbMATH Keywords

modified periodogramdisjoint segments of observationsspectral density matrix and Wishart matrix

Mathematics Subject Classification ID

Density estimation (62G07) 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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Cites work

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• STRONG CONSISTENCY FOR AR MODEL WITH MISSING DATA
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Cited in

(8)

• Asymptotic properties of spectral estimates of second-order with missed observations
• Asymptotic properties of spectral estimates of second-order with missed observations
• Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations
• scientific article; zbMATH DE number 4178498 (Why is no real title available?)
• Periodogram analysis with missing observations
• On the complex dynamics of functional-coefficients nonlinear autoregressive time series models
• Efficient non-parametric estimation of the spectral density in the presence of missing observations
• Complex dynamics of a forced discretized version of the Mackey-Glass delay differential equation

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