Spectral analysis of a strictly stationary r-vector valued time series is considered under the assumption that some of the observations are missed due to some random failure. Statistical properties and asymptotic moments are derived. Asymptotic normal...
Spectral analysis of a strictly stationary r-vector valued time series is considered under the assumption that some of the observations are missed due to some random failure. Statistical properties and asymptotic moments are derived. Asymptotic normality is discussed.