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Asymptotic Properties of Spectral Estimates of Second-Order with Missed Observations - MaRDI portal

Asymptotic Properties of Spectral Estimates of Second-Order with Missed Observations (Q3564707)

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Asymptotic Properties of Spectral Estimates of Second-Order with Missed Observations
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    Asymptotic Properties of Spectral Estimates of Second-Order with Missed Observations (English)
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    26 May 2010
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    continuous time series
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    modified periodogram
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    spectral density
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    spectral measure
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    autocovariance
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    data window
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    asymptotic normality
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