Statistical analysis for stationary time processes with irregular observations

被引：0

作者：

Ghazal, MA ^{[1
]}

机构：

[1] Mansoura Univ, Damietta Fac Sci, Dept Math, New Damieta, Egypt

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2003年 / 134卷 / 2-3期

关键词：

stationary process; semi-invariant spectrum density; irregular observations; asymptotic distribution; time series; normal distribution;

D O I：

10.1016/S0096-3003(01)00290-9

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In a recent paper statistical analysis for stationary time processes with irregular observations was considered. In contrast to known results it is not assumed that all moments exist. Several results on the asymptotic norm behavior of expectation mathematics, covariance and dispersion are derived. Some recent results on the central limit theorem for stationary processes with irregular observations are obtained. (C) 2002 Elsevier Science Inc. All rights reserved.

引用

页码：363 / 370

页数：8