Statistical analysis for stationary time processes with irregular observations

DOI10.1016/S0096-3003(01)00290-9zbMath1021.62070OpenAlexW2091673331MaRDI QIDQ1855940

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

time seriesnormal distributionirregular observationssemi-invariant spectrum density

Mathematics Subject Classification ID

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

Cites Work

• Autocorrelation estimation of time series with randomly missing observations
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