Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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SPECTRAL ANALYSIS OF TIME SERIES IN JOINT SEGMENTS OF OBSERVATIONS

  • Ghazal, M.A. (Dept. of Math. Faculty of Science New Damietta) ;
  • Elhassanein, A. (Dept. of Math. Faculty of Literatures and Sciences-Elkofra, Garyounis University)
  • Published : 2008.09.30
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Abstract

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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