Science Journal Of Mathematics and Statistics, Volume
2015 (2015), June 2015
© Author(s) 2015. This work is distributed under the Creative Commons Attribution 3.0 License.
Some Statistical Analysis for Continuous - Time Stationary Processes with Missed Data
Author: Eman A. Farag1,2 and Mohamed A. Ghazal3
1Statistical Department, Faculty of Science for Girls, King Abdulaziz University, P.O. Box 80200, Jeddah 21589, Saudi Arabia
2Mathematics Department, Faculty of Science, Helwan University, Egypt
3Mathematics Department, Damietta Faculty of Science, Mansoura University, Egypt
Accepted: May 3, 2015; Available Online 30 June, 2015
In this paper, the statistical analysis for continuoustime stationary processes with missed data is presented. The statistics of this process are constructed. The asymptotic properties (first order, second order and k - th order cumulant) for this process are investigated. The asymptotic distribution for an estimate of the spectral density function is established
Keyword:Time series, asymptotic distribution, missed data, continuous time stationary process, spectral density function, normal distribution.