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Strong consistency for AR model with missing data
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Abstract
This paper is concerned with the strong consistency of the estimators of the autocovariance function and the spectral density function for the autoregressive process in the case where only an amplitude modulated process with missing data is observed. These results will give a simple and practical sufficient condition for the strong consistency of those estimators. Finally, some examples are given to illustrate the application of main result.
참고문헌 (13)
- "Consistent autoregressive spectral estimates.", 2(3) (1974)
- "Spectral analysis with randomly missed observations", 32 (1970)
- "Nonparametric spectral analysis with missing observations", 49 (1987)
- "Asymptotic theory for time series containingmissing and amplitude modulated observations." (1981)
- "Parametric estimators for stationary time series with missing obser-vations.", 13 (1981)
- "Martingale limit theory and its application." (1980)
- "Nonlinear methods of spectral analysis." (1979)
- "Spectral analysis with regularly missed observations", 32 (1962)
- "Autocorrelation estimation of time series with randomly missing observations.", 67(3) (1980)
- "On spectral analysis with missing observations and amplitude modulation", 46 (1962)
- "Spectral analysis and time series" (1981)
- "The laws of large numbers" (1968)
- "Spectral analysis with randomly missed observations" (1965)
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