Periodogram analysis with missing observations

DOI10.1007/BF02896472zbMath1101.62082OpenAlexW2118131821MaRDI QIDQ854433

M. A. Ghazal, Ahmed Elhassanein

Publication date: 4 December 2006

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

Full work available at URL: https://doi.org/10.1007/bf02896472

zbMATH Keywords

asymptotic normalityspectral densityWishart matrixautocovariancedata window

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

Related Items

Complex dynamics of a forced discretized version of the Mackey-Glass delay differential equation ⋮ On the theory of continuous time series

Cites Work

• A functional limit theorem for tapered empirical spectral functions
• Asymptotic normality of spectral estimates
• SPECTRAL ANALYSIS WITH TAPERED DATA
• On a spectral density estimate obtained by averaging periodograms
• Spectral Analysis with Randomly Missed Observations: The Binomial Case
• Asymptotic properties of spectral estimates of second order
• Spectral Analysis with Regularly Missed Observations
• Time Series
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