Open Access
Translator Disclaimer
July, 1976 On Unequally Spaced Time Points in Time Series
William Clinger, John W. Van Ness
Ann. Statist. 4(4): 736-745 (July, 1976). DOI: 10.1214/aos/1176343545


This article discusses the sampling of stationary discrete-time stochastic processes at fixed but unequally spaced time points. The pattern of the sampling times is periodic with a cycle of $p$ time units. One of the major problems is to determine given $p$ the minimum number of sampling points required per cycle in order to estimate the covariances at all lags. The second problem is to find a pattern of distribution for the sampling points within the cycle which will allow the estimation of all covariances. A discussion of the references which describe the statistical properties of the estimates of covariances and spectra in this sampling situation is given.


Download Citation

William Clinger. John W. Van Ness. "On Unequally Spaced Time Points in Time Series." Ann. Statist. 4 (4) 736 - 745, July, 1976.


Published: July, 1976
First available in Project Euclid: 12 April 2007

zbMATH: 0351.62066
MathSciNet: MR478514
Digital Object Identifier: 10.1214/aos/1176343545

Primary: 62M15
Secondary: 62M10

Keywords: Autocorrelation , autocovariance , covariance sequence , missing observations , spectral analysis , time series , unequally spaced samples

Rights: Copyright © 1976 Institute of Mathematical Statistics


Vol.4 • No. 4 • July, 1976
Back to Top