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June, 1965 Spectral Analysis with Randomly Missed Observations: The Binomial Case
Perry A. Scheinok
Ann. Math. Statist. 36(3): 971-977 (June, 1965). DOI: 10.1214/aoms/1177700069


Estimation of the spectral density of a discrete stationary process is considered under the assumption that some of the observations are missing due to some binomially distributed random mechanism. The asymptotic variance of the estimate is derived for normally distributed random variables. As in the author's dissertation [7], the extension to processes which are stationary of fourth order is fairly standard. It is hoped that one will be able to extend these results to more complicated random mechanisms.


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Perry A. Scheinok. "Spectral Analysis with Randomly Missed Observations: The Binomial Case." Ann. Math. Statist. 36 (3) 971 - 977, June, 1965.


Published: June, 1965
First available in Project Euclid: 27 April 2007

zbMATH: 0134.37104
MathSciNet: MR179883
Digital Object Identifier: 10.1214/aoms/1177700069

Rights: Copyright © 1965 Institute of Mathematical Statistics

Vol.36 • No. 3 • June, 1965
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