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: | Ghazal M.A. |
Keywords: | statistics: inference |
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.