Spectrum estimation with missing observations

DOI10.1007/BF02479238zbMath0255.62071OpenAlexW2036416777MaRDI QIDQ2558734

Richard H. Jones

Publication date: 1971

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02479238

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (10)

The effect of tapering on the semiparametric estimators for nonstationary long memory processes ⋮ Tests of periodicity with missing observations ⋮ A class of spectral density estimators ⋮ Fitting autoregression with regularly missed observations ⋮ On Two‐Stage Estimation of the Spectral Density with Assigned Risk in Presence of Missing Data ⋮ Estimacion de registros desconocidos en series de datos ⋮ Estimation of a time series model from unequally spaced data ⋮ Estimation of long-range dependence in gappy Gaussian time series ⋮ Estimation of second-order properties from jittered time series ⋮ On sequential spectral analysis of amplitude-modulated time series

Cites Work

• An Algorithm for the Machine Calculation of Complex Fourier Series
• Spectral Analysis with Regularly Missed Observations
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