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.

Research Article


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

doi: 10.7237/sjms/109


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.