Asymptotic properties of spectral estimates of second-order with missed observations

DOI10.3844/JMSSP.2010.10.16MaRDI QIDQ3564707zbMATH OpenOpenAlexFDO

Authors G. S. Mokaddis, M. A. Ghazal, A. E. El-Desokey

Publication date 26 May 2010

Published in Journal of Mathematics and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL http://www.scipub.org/scipub/ab_issue.php?pg_no=10-16&j_id=jms2&art_no=265&issue_no=22

zbMATH Keywords

asymptotic normalityautocovariancecontinuous time seriesdata windowmodified periodogramspectral densityspectral measure

Mathematics Subject Classification ID

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

Recommendations

• Periodogram analysis with missing observations
• Asymptotic properties of spectral estimates of second-order with missed observations
• Statistical properties of time series with missing observations
• On the theory of continuous time series
• The second-order moments of the sample covariances for time series with missing observations

Cited in

(4)

• On the theory of continuous time series
• Asymptotic properties of spectral estimates of second-order with missed observations
• Statistical properties of time series with missing observations
• Periodogram analysis with missing observations

This page was built for publication: Asymptotic properties of spectral estimates of second-order with missed observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3564707)