Statistical analysis for stationary time processes with irregular observations

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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.

论文关键词:Stationary process,Semi-invariant spectrum density,Irregular observations,Asymptotic distribution,Time series,Normal distribution

论文评审过程:Available online 25 September 2001.

论文官网地址:https://doi.org/10.1016/S0096-3003(01)00290-9