Journal of applied mathematics & informatics
- 제22권1_2호
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- Pages.209-222
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- 2006
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- 2734-1194(pISSN)
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- 2234-8417(eISSN)
PERIODOGRAM ANALYSIS WITH MISSING OBSERVATIONS
- Ghazal M.A. (Dept. of Math. Faculty of Science New Damietta, University of Mansoura) ;
- Elhassanein A. (Dept. of Math. Faculty of Science New Damietta, University of Mansoura)
- 발행 : 2006.09.01
초록
Estimation of the spectral measure, covariance and spectral density functions of a strictly stationary r-vector valued time series is considered, under the assumption that some of the observations are missed. The modified periodograms are calculated using data window. The asymptotic normality is studied.
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