Accession Number:
AD0287901
Title:
ON SPECTRAL ANALYSIS WITH MISSING OBSERVATIONS AND AMPLITUDE MODULATION
Descriptive Note:
Corporate Author:
STANFORD UNIV CALIF APPLIED MATHEMATICS AND STATISTICS LABS
Personal Author(s):
Report Date:
1962-11-02
Pagination or Media Count:
1.0
Abstract:
The notion of an asymptotically stationary time series and its spectral analysis was consdered earlier Bulletin of International Statistical Institte, 33rd Session, Paris. An important example of an asymptotically stationary time series is an amplitude modulated stationary time series. In ths note, the problem of spectral analysis of sttionary normal time series with missing observations, recently treated by Jones Anna s Math. Stt. 32455-461 is reated as a special case of the problem of spectral analysis of an amplitude modulated stationary normal time series. Author