A variant to a recently proposed autoregressive moving average (ARMA) spectrum estimation technique for time series with gapped data is suggested. It is based on the partial fraction expansion of the power spectrum and exhibits some computational and operational advantages.
Comments on 'ARMA spectral estimation of time series with missing observations'
VIARO, Umberto
1986-01-01
Abstract
A variant to a recently proposed autoregressive moving average (ARMA) spectrum estimation technique for time series with gapped data is suggested. It is based on the partial fraction expansion of the power spectrum and exhibits some computational and operational advantages.File in questo prodotto:
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