article Open Access
Statistical properties of the periodogram for two vector-valued stability series with missed observations
International Journal of Statistics and Applied Mathematics · 2017 · Vol. 2(6) · pp. 264–276
Abstract
The asymptotic properties of the periodogram and the spectral density function using data window for two vector-valued stability series are investigated. Some statistical properties of covariance estimation function with missing observations are studied. The application will be studied in the economy sector.
Target Tracking and Data Fusion in Sensor NetworksStochastic processes and financial applicationsControl Systems and IdentificationPeriodogramSeries (stratigraphy)Stability (learning theory)MathematicsCovarianceSpectral densityFunction (biology)Time seriesApplied mathematicsStatistical physics
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