Efromovich, Sam - In: Journal of Time Series Analysis 35 (2014) 5, pp. 407-427
type="main" xml:id="jtsa12072-abs-0001"The problem of non-parametric spectral density estimation for discrete-time series in the presence of missing observations has a long history. In particular, the first consistent estimators of the spectral density have been developed at about the same time...