Abstract
10Nov 2017 PERIODOGRAM ANALYSIS WITH MISSED OBSERVATION BETWEEN TWO VECTOR VALUED STOCHASTIC PROCESS. M. A. Ghazal , A. I. El-desokey and A. M. Ben Aros. Department of Mathematics, Faculty of Science, University of Damietta, A. R. Egypt. Lecturer in Higher Future Institute for Specialized Technological Studies, Egypt. Department of Mathematics, Faculty of Science, University of Damietta, Egypt.
Highlights
Several authors discussed the properties of the smoothing periodograms using data window and considered the estimation of spectral measure of stationary process, Brillinger(1969), Dahlhaus(1985), Ghazal and Farag(2000), Teama and Bakouch(2004), Ghazal(2001,2005), Ghazal, Faraj and El-Desokey(2005), Ghazal and Elhassanein(2006), Ghazal, Mokaddis and El- Desokey(2010), Elhassanein(2013)
We construct estimates CXX (T ) (u), CXY (T ) (u), CYY (T ) (u), f XX (T ) ( ), f XY (T ) ( ), fYY (T ) ( ), FXX (T ) ( ), FXY (T ) ( ) and FYY (T ) ( ). These estimates based on the matrix of second order smoothing modified periodograms
M.A.Ghazal, A.I.El-desokey, A.M.Ben Aros "Statistical analysis of linear stability continuous time seies between two vector valued stochastic process" International Journal of Scientific Engineering Research, Volume8,Issue4,April-2017 ISSN 2229-5518
Summary
PERIODOGRAM ANALYSIS WITH MISSED OBSERVATION BETWEEN TWO VECTOR VALUED STOCHASTIC PROCESS. I. El-desokey[2] and A. 1. Department of Mathematics, Faculty of Science, University of Damietta, A. 2. Lecturer in Higher Future Institute for Specialized Technological Studies, Egypt. 3. Department of Mathematics, Faculty of Science, University of Damietta, Egypt
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