• 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.

• 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.