Sign in
Back
Periodogram analysis with missing observations
Journal article   Peer reviewed

Periodogram analysis with missing observations

M. A. Ghazal and A. Elhassanein
Journal of Applied Mathematics and Informatics, Vol.22(1), pp.209-222
09/2006

Abstract

수학
Estimation of the spectral measure, covariance and spectral density functions of a strictly stationary r-vector valued time series is considered, under the assumption that some of the observations are missed. The modified periodograms are calculated using data window. The asymptotic normality is studied. KCI Citation Count: 1

Metrics

1 Record Views

Details