Statistical properties of the periodogram for two vector-valued stability series with missed observations
Author(s): MA Ghazal, AI El-Deosokey and MA Alargt
Abstract: The asymptotic properties of the periodogram and the spectral density function using data window for two vector-valued stability series are investigated. Some statistical properties of covariance estimation function with missing observations are studied. The application will be studied in the economy sector.
MA Ghazal, AI El-Deosokey, MA Alargt. Statistical properties of the periodogram for two vector-valued stability series with missed observations. Int J Stat Appl Math 2017;2(6):264-276. DOI: 10.22271/maths.2017.v2.i6d.139
