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

DOI10.3844/JMSSP.2010.10.16zbMath1187.62150OpenAlexW2107156860MaRDI QIDQ3564707

M. A. Ghazal, G. S. Mokaddis, A. E. El-Desokey

Publication date: 26 May 2010

Published in: Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.scipub.org/scipub/ab_issue.php?pg_no=10-16&j_id=jms2&art_no=265&issue_no=22

zbMATH Keywords

asymptotic normalityspectral measurespectral densityautocovariancemodified periodogramdata windowcontinuous time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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