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Bispectral Density Estimation of Continuous Time Series with Missed Observations |
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PP: 695-704 |
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doi:10.18576/jsap/100309
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Author(s) |
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Mohammed H. El-Menshawy,
Abd El-Moneim A. M. Teamah,
Mohamed A. W. Mahmoud,
Hasnaa M. Faied,
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Abstract |
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| In this paper, we study the estimation of the bispectral density function of a strictly stationary r-vector valued continuous time series. The case of interest is when some of observations are mising due to some random failure. Bispectral density function is devoleped in case of L−joint segments of observations. The modified biperiodogram is defined and smoothed to estimate the bispectral density matrix. The theoriotical properties of the proposed estimator are explored.
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