Periodogram analysis with missing observations

DOI10.1007/BF02896472zbMATH Open1101.62082OpenAlexW2118131821MaRDI QIDQ854433FDOQ854433

Authors: M. A. Ghazal, A. Elhassanein 

Publication date: 4 December 2006

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02896472

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zbMATH Keywords

asymptotic normalityautocovariancespectral densityWishart matrixdata window

Mathematics Subject Classification ID

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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• Time series. Data analysis and theory.
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• SPECTRAL ANALYSIS WITH TAPERED DATA
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• Asymptotic normality of spectral estimates
• Spectral Analysis with Regularly Missed Observations
• Asymptotic properties of spectral estimates of second order
• A functional limit theorem for tapered empirical spectral functions
• 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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Cited In (9)

• Statistical properties of time series with missing observations
• Bias correction in the frequency domain estimation of time series models
• Asymptotic properties of spectral estimates of second-order with missed observations
• Periodogram Analysis of Censored Time Series from a Designed Experiment
• Tests of periodicity with missing observations
• Complex dynamics of a forced discretized version of the Mackey-Glass delay differential equation
• Title not available (Why is that?)
• Asymptotic properties of spectral estimates of second-order with missed observations
• On the theory of continuous time series

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