On the theory of continuous time series

被引：1
|
作者：
Elhassanein, A. [1 ]
机构：
[1] Damanhour Univ, Fac Sci, Dept Math, Damanhour, Egypt
来源：
INDIAN JOURNAL OF PURE & APPLIED MATHEMATICS | 2014年 / 45卷 / 03期
关键词：
Disjoint segments of observations; modified periodogram; spectral density matrix and Wishart matrix; SPECTRAL-ANALYSIS;
D O I：
10.1007/s13226-014-0064-9
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
This paper considers spectral estimation for a zero-mean strictly stationary r-vector valued continuous time series. The case of interest is when some of observations are missing due to some random failure. Spectral estimation procedures are developed in disjoint segments of observations. Expanded finite Fourier transform, modified poriodogram and spectral density statistics are constructed. The theoretical properties of these estimators are developed. Asymptotic distributions are discussed.
引用
收藏
页码：297 / 310
页数：14
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