Statistical analysis for stationary time processes with irregular observations

DOI10.1016/S0096-3003(01)00290-9MaRDI QIDQ1855940zbMATH OpenOpenAlexFDO

Authors M. A. Ghazal

Publication date 28 January 2003

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0096-3003(01)00290-9

zbMATH Keywords

irregular observationsnormal distributionsemi-invariant spectrum densitytime series

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Asymptotic distribution theory in statistics (62E20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• scientific article; zbMATH DE number 2195318
• On the estimation of the mean of a random process from irregular observations
• Statistical properties of time series with missing observations
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• Time series analysis of irregularly observed data. Proceedings of a Symposium held at Texas A \& M University, College Station/Texas, February 10--13, 1983

Cites work

• Autocorrelation estimation of time series with randomly missing observations
• scientific article; zbMATH DE number 5617405 (Why is no real title available?)
• scientific article; zbMATH DE number 3347556 (Why is no real title available?)

Cited in

(8)

• On the estimation of the mean of a random process from irregular observations
• scientific article; zbMATH DE number 3886921 (Why is no real title available?)
• STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER
• Consistent estimates for hidden frequencies in stationary processes for irregularly observed data
• Modelling data observed irregularly over space and regularly in time
• A moment analysis on time mean of smooth processes
• Irregular nonparametric autoregression
• Time series analysis of irregularly observed data. Proceedings of a Symposium held at Texas A \& M University, College Station/Texas, February 10--13, 1983

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