Asymptotic Properties of Spectral Estimates of Second-Order with Missed Observations (Q3564707)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Properties of Spectral Estimates of Second-Order with Missed Observations |
scientific article |
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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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