Statistical analysis for stationary time processes with irregular observations

Statistical analysis for stationary time processes with irregular observations

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Article ID: iaor20033030
Country: United States
Volume: 134
Issue: 2/3
Start Page Number: 363
End Page Number: 370
Publication Date: Jan 2003
Journal: Applied Mathematics and Computation
Authors:
Keywords: statistics: inference
Abstract:

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.

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