On the theory of continuous time series
DOI10.1007/S13226-014-0064-9zbMATH Open1308.62169OpenAlexW2041629574MaRDI QIDQ2018714FDOQ2018714
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
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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)
Cites Work
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- Spectral Analysis with Regularly Missed Observations
- Asymptotic properties of spectral estimates of second order
- On a spectral density estimate obtained by averaging periodograms
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- Spectral Analysis with Randomly Missed Observations: The Binomial Case
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- STRONG CONSISTENCY FOR AR MODEL WITH MISSING DATA
Cited In (8)
- Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations
- Asymptotic properties of spectral estimates of second-order with missed observations
- On the complex dynamics of functional-coefficients nonlinear autoregressive time series models
- Complex dynamics of a forced discretized version of the Mackey-Glass delay differential equation
- Asymptotic properties of spectral estimates of second-order with missed observations
- Periodogram analysis with missing observations
- Efficient non-parametric estimation of the spectral density in the presence of missing observations
- Title not available (Why is that?)
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