• 제목/요약/키워드: 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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    • 제26권5_6호
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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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    • 제22권1_2호
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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.