IDEAS home Printed from https://ideas.repec.org/a/spr/indpam/v45y2014i3d10.1007_s13226-014-0064-9.html
   My bibliography  Save this article

On the theory of continuous time series

Author

Listed:
  • A. Elhassanein

    (Damanhour University)

Abstract

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

Suggested Citation

  • A. Elhassanein, 2014. "On the theory of continuous time series," Indian Journal of Pure and Applied Mathematics, Springer, vol. 45(3), pages 297-310, June.
    • Handle: RePEc:spr:indpam:v:45:y:2014:i:3:d:10.1007_s13226-014-0064-9
    DOI: 10.1007/s13226-014-0064-9
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s13226-014-0064-9
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s13226-014-0064-9?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Jiancheng Jiang & Y. Hui, 2004. "Spectral density estimation with amplitude modulation and outlier detection," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 56(4), pages 611-630, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Pierre Perron & Eduardo Zorita & Arthur P. Guillaumin & Adam M. Sykulski & Sofia C. Olhede & Jeffrey J. Early & Jonathan M. Lilly, 2017. "Analysis of Non-Stationary Modulated Time Series with Applications to Oceanographic Surface Flow Measurements," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(5), pages 668-710, September.
    2. Sam Efromovich, 2014. "Efficient Non-Parametric Estimation Of The Spectral Density In The Presence Of Missing Observations," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(5), pages 407-427, August.
    3. Efromovich, Sam, 2014. "Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations," Statistics & Probability Letters, Elsevier, vol. 93(C), pages 7-13.
    4. Sam Efromovich, 2020. "Missing not at random and the nonparametric estimation of the spectral density," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(5), pages 652-675, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:indpam:v:45:y:2014:i:3:d:10.1007_s13226-014-0064-9. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.