[引用][C] Spectrum estimation with missing observations

RH Jones - Annals of the Institute of Statistical Mathematics, 1971 - Springer
… The spectral window has unit area with the area concentrated near the origin. When estimating
a spectral density without missing observations, often positive definite estimates are used…

Efficient Non‐Parametric Estimation of the Spectral Density in the Presence of Missing Observations

S Efromovich - Journal of Time Series Analysis, 2014 - Wiley Online Library
… Note that the regression estimator is robust to possible missing observations. Then we apply
the spectral density estimator to detrended data. In all the previously described experiments…

ARMA spectral estimation of time series with missing observations

B Porat, B Friedlander - IEEE Transactions on Information …, 1984 - ieeexplore.ieee.org
… presented a parametric spectral estimation technique for time series with missing data, based
… regularly or randomly missing data and, as a special case, missing sample covariances. …

Spectral estimation for locally stationary time series with missing observations

MI Knight, MA Nunes, GP Nason - Statistics and Computing, 2012 - Springer
… data, as the constructions for missing data situations outlined above are only valid for sta…
the problem of spectral estimation for a non-stationary process with missing observations. In our …

Structure-aware Bayesian compressive sensing for frequency-hopping spectrum estimation with missing observations

S Liu, YD Zhang, T Shan, R Tao - IEEE Transactions on Signal …, 2018 - ieeexplore.ieee.org
… In this paper, we consider the spectrum estimation of multi… waveform is subject to missing
observations. The specific FH … and accurate spectrum estimation with missing observations, …

Compressive sensing based stochastic process power spectrum estimation subject to missing data

L Comerford, IA Kougioumtzoglou, M Beer - Probabilistic Engineering …, 2016 - Elsevier
… There exist many algorithms and procedures in the literature that provide alternatives to
standard Fourier analysis for spectral estimation in the presence of missing data. Nevertheless, …

Nonparametric spectral analysis with missing observations

R Dahlhaus - Sankhyā: The Indian Journal of Statistics, Series A, 1987 - JSTOR
… X(t) is observed and O when X(t) is missmg. A spectral estimate which may be calculated …
A necessary and sufficient condition on the structure of m(t) is given for the spectral estimate

A multitaper spectral estimator for time-series with missing data

AD Chave - Geophysical Journal International, 2019 - academic.oup.com
… is devising a spectral estimator that operates on a finite sample such that the estimate is
not … The form used in this work for the high resolution spectral estimator averaged over the …

Robust-resistant spectrum estimation

RD Martin, DJ Thomson - Proceedings of the IEEE, 1982 - ieeexplore.ieee.org
… This type of process does not cause serious problems for spectral estimation because, from
a spectrum estimation viewpoint, outliers in the er are in a sense good outliers. Such outliers …

Autoregressive spectral analysis when observations are missing

PMT Broersen, S De Waele, R Bos - Automatica, 2004 - Elsevier
… was much better than the accuracy of other spectral estimates for randomly missing data. …
Records with missing observations are often found in many scientific and industrial …