Spectrum estimation with missing observations

DOI10.1007/BF02479238MaRDI QIDQ2558734zbMATH OpenOpenAlexFDO

Authors Richard H. Jones

Publication date 1971

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02479238

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cites work

• An Algorithm for the Machine Calculation of Complex Fourier Series
• scientific article; zbMATH DE number 3138094 (Why is no real title available?)
• scientific article; zbMATH DE number 3221815 (Why is no real title available?)
• scientific article; zbMATH DE number 3251863 (Why is no real title available?)
• Spectral Analysis with Regularly Missed Observations

Cited in

(10)

• A class of spectral density estimators
• Fitting autoregression with regularly missed observations
• Estimation of a time series model from unequally spaced data
• Estimation of second-order properties from jittered time series
• Estimation of long-range dependence in gappy Gaussian time series
• Estimacion de registros desconocidos en series de datos
• Tests of periodicity with missing observations
• On sequential spectral analysis of amplitude-modulated time series
• On two-stage estimation of the spectral density with assigned risk in presence of missing data
• The effect of tapering on the semiparametric estimators for nonstationary long memory processes

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