Journal of applied mathematics & informatics

한국전산응용수학회 (The Korean Society for Computational and Applied Mathematics)
권호 표지

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

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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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