Spectral Analysis with Regularly Missed Observations

DOI10.1214/AOMS/1177704572MaRDI QIDQ5722629zbMATH OpenOpenAlexFDO

Authors Richard H. Jones

Publication date 1962

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177704572

zbMATH Keywords

statistics

Cited in

(14)

• Fitting autoregression with regularly missed observations
• Frequency domain pattern classification
• Estimation of a time series model from unequally spaced data
• On the theory of continuous time series
• Spectrum estimation with missing observations
• Spectral density estimation with amplitude modulation and outlier detection
• SPECTRAL ANALYSIS FOR AMPLITUDE-MODULATED TIME SERIES
• Estimacion de registros desconocidos en series de datos
• Un algoritmo iterativo para la estimacion de modelos arma con ausencia de observaciones
• Tests of periodicity with missing observations
• Least squares estimation of ARCH models with missing observations
• Estimation on unevenly spaced time series
• Spectral estimation for locally stationary time series with missing observations
• Periodogram analysis with missing observations

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