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.
Digital Object Identifier (DOI)
H. El-Menshawy, Mohammed; El-Moneim A. M. Teamah, Abd; A. W. Mahmoud, Mohamed; and M. Faied, Hasnaa
"Bispectral Density Estimation of Continuous Time Series with Missed Observations,"
Journal of Statistics Applications & Probability: Vol. 10
, Article 9.
Available at: https://dc.naturalspublishing.com/jsap/vol10/iss3/9