Bloomfield, P. (1970) Spectral Analysis with Randomly Missing Observations. Journal of the Royal Statistical Society, 32, 369-380

has been cited by the following article:

• TITLE: Spectral Density Estimation of Continuous Time Series

  AUTHORS: Ahmed Elhassanein

  KEYWORDS: Joint Segments of Observations, Modified Periodograms, Spectral Density Matrix, Wishart Matrix

  JOURNAL NAME: Applied Mathematics, Vol.7 No.17, November 17, 2016

  ABSTRACT: This paper studies spectral density estimation of a strictly stationary r-vector valued continuous time series including missing observations. The finite Fourier transform is constructed in L-joint segments of observations. The modified periodogram is defined and smoothed to estimate the spectral density matrix. We explore the properties of the proposed estimator. Asymptotic distribution is discussed.