Statistical properties of the periodogram for two vector-valued stability series with missed observations
MA Ghazal, AI El-Deosokey, MA Alargt · International Journal of Statistics and Applied Mathematics · 2017
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.