6533b825fe1ef96bd12831bf

RESEARCH PRODUCT

Evolutionary Spectrum for Random Field and Missing Observations

Rachid Sabre

subject

Random fieldSpectrum (functional analysis)StatisticsSpectral densityPeriodogramStatistical physicsMissing dataMathematics

description

There are innumerable situations where the data observed from a non-stationary random field are collected with missing values. In this work a consistent estimate of the evolutionary spectral density is given where some observations are randomly missing.

https://doi.org/10.1007/978-3-642-31254-0_24