Spectral analysis of a stationary time series using initially scarce data
利用初期稀疏数据进行平稳时间序列谱分析
This paper studies the estimation of the spectrum of a stationary time series from ‘initially scarce’ data, i.e. data where the sampling period is shortened at some point during the period of observation. Two types of estimators are considered, the ‘simple’ estimators, so-called because they derive immediately from general theory which can essentially be applied to most missing data situations, and ‘alias-improved’ estimators, whose use unfortunately cannot be extended to…