On the theory of continuous time series

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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

Original languageEnglish
Pages (from-to)297-310
Number of pages14
JournalIndian Journal of Pure and Applied Mathematics
Issue number3
StatePublished - Jun 2014
Externally publishedYes


  • Disjoint segments of observations
  • modified periodogram
  • spectral density matrix and Wishart matrix


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