论文信息 - ON SPECTRAL ANALYSIS WITH MISSING OBSERVATIONS AND AMPLITUDE MODULATION

ON SPECTRAL ANALYSIS WITH MISSING OBSERVATIONS AND AMPLITUDE MODULATION

Abstract : The notion of an asymptotically stationary time series and its spectral analysis was consdered earlier (Bulletin of International Statistical Institte, 33rd Session, Paris). An important example of an asymptotically stationary time series is an amplitude modulated stationary time series. In ths note, the problem of spectral analysis of sttionary normal time series with missing observations, recently treated by Jones (Anna s Math. Stt. 32:455-461) is reated as a special case of the problem of spectral analysis of an amplitude modulated stationary normal time series. (Author)

Emanuel Parzen | E. Parzen

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