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Author Country (or Countries)

Egypt

Abstract

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.

Suggested Reviewers

N/A

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/jsap/100309

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