Spectrum of randomly sampled multivariate \textsl{ARMA} models.

MaRDI QIDQ4909783zbMATH OpenFDO

Authors Amina Kadi

Publication date 21 March 2013

Full work available at URL http://www.kybernetika.cz/content/1998/3

zbMATH Keywords

spectral analysisARMA model

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

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Cites work

• scientific article; zbMATH DE number 3886921 (Why is no real title available?)
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• scientific article; zbMATH DE number 3221815 (Why is no real title available?)
• scientific article; zbMATH DE number 3347556 (Why is no real title available?)
• A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times
• Alias-Free Sampling of Random Noise
• Autocorrelation estimation of time series with randomly missing observations
• Estimation of Time Series Models in the Presence of Missing Data
• Matrix representations of spectral coefficients of randomly sampled ARMA models
• Parametric estimators for stationary time series with missing observations
• RANDOM AGGREGATION OF UNIVARIATE AND MULTIVARIATE LINEAR PROCESSES
• SPECTRAL ANALYSIS FOR AMPLITUDE-MODULATED TIME SERIES

Cited in

(4)

• Autoregression and irregular sampling: spectral estimation.
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