Bispectral Density Estimation of Continuous Time Series with Missed Observations

Authors

Mohammed H. El-Menshawy, Department of Mathematics, Faculty of Science, Al-Azhar University, Nasr City (11884), Cairo, EgyptFollow
Abd El-Moneim A. M. Teamah
Mohamed A. W. Mahmoud
Hasnaa M. Faied

Author Country (or Countries)

Egypt

Abstract

In this paper, we study the estimation of the bispectral density function of a strictly stationary r-vector valued continuous time series. The case of interest is when some of observations are mising due to some random failure. Bispectral density function is devoleped in case of L−joint segments of observations. The modified biperiodogram is defined and smoothed to estimate the bispectral density matrix. The theoriotical properties of the proposed estimator are explored.

Suggested Reviewers

N/A

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/jsap/100309

Recommended Citation

H. El-Menshawy, Mohammed; El-Moneim A. M. Teamah, Abd; A. W. Mahmoud, Mohamed; and M. Faied, Hasnaa (2021) "Bispectral Density Estimation of Continuous Time Series with Missed Observations," Journal of Statistics Applications & Probability: Vol. 10: Iss. 3, Article 9.
DOI: http://dx.doi.org/10.18576/jsap/100309
Available at: https://digitalcommons.aaru.edu.jo/jsap/vol10/iss3/9