ON SPECTRAL ANALYSIS WITH MISSING OBSERVATIONS AND AMPLITUDE MODULATION

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. 32:455-461) is reated as a special case of the problem of spectral analysis of an amplitude modulated stationary normal time series. (Author)

Document Details

Document Type
Technical Report
Publication Date
Nov 02, 1962
Accession Number
AD0287901

Entities

People

  • Emanuel Parzen

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Amplitude
  • Amplitude Modulation
  • Modulation
  • Observation
  • Stationary

Fields of Study

  • Mathematics

Readers

  • Atmospheric Science / Meteorology, specifically Wind Wave Turbulence.
  • Military History
  • Statistical inference.