• Title/Summary/Keyword: Modified periodograms

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SPECTRAL ANALYSIS OF TIME SERIES IN JOINT SEGMENTS OF OBSERVATIONS

  • Ghazal, M.A.;Elhassanein, A.
    • Journal of applied mathematics & informatics
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    • v.26 no.5_6
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    • pp.933-943
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    • 2008
  • Spectral analysis of a strictly stationary r-vector valued time series is considered under the assumption that some of the observations are missed due to some random failure. Statistical properties and asymptotic moments are derived. Asymptotic normality is discussed.

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PERIODOGRAM ANALYSIS WITH MISSING OBSERVATIONS

  • Ghazal M.A.;Elhassanein A.
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.209-222
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    • 2006
  • 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.