Abstract
When estimating the covariance functions of a stationary time series from a digitalized record, adjustments to the estimates must be made to correct for the bias caused by digitalizing. In this paper we investigate a method which provides consistent estimates of the covariance and the spectral density functions, and discuss their asymptotic efficiencies.
Original language | English |
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Pages (from-to) | 180-195 |
Number of pages | 16 |
Journal | Journal of the Royal Statistical Society. Series B: Statistical Methodology |
Volume | 29 |
Issue number | 1 |
DOIs | |
Publication status | Published - Jan 1967 |
Externally published | Yes |