10Nov 2017

PERIODOGRAM ANALYSIS WITH MISSED OBSERVATION BETWEEN TWO VECTOR VALUED STOCHASTIC PROCESS.

  • 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.
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The estimation of the spectral measure, covariance and spectral density functions strictly stability (r+s) vector-valued time series are considered, under the assumption that some of observations are missed. The modified periodograms with missed observation are calculated. This method is applied in the climate.

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[M. A. Ghazal, A. I. El-desokey and A. M. Ben Aros. (2017); PERIODOGRAM ANALYSIS WITH MISSED OBSERVATION BETWEEN TWO VECTOR VALUED STOCHASTIC PROCESS. Int. J. of Adv. Res. 5 (Nov). 336-349] (ISSN 2320-5407). www.journalijar.com

Ali Moftah Ben Aros
Damietta University

DOI:

Article DOI: 10.21474/IJAR01/5775      
DOI URL: https://dx.doi.org/10.21474/IJAR01/5775

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