Supplementary Material for "Should we sample a time series more frequently? Decision support via multirate spectrum estimation (with discussion)"

This technical report includes an assortment of technical details and extended discussions related to paper "Should we sample a time series more frequently? Decision support via multirate spectrum estimation (with discussion)", which introduces a model for estimating the log-spectral densi...

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Bibliographic Details
Published inarXiv.org
Main Authors Nason, Guy P, Powell, Ben, Elliott, Duncan, Smith, Paul A
Format Paper
LanguageEnglish
Published Ithaca Cornell University Library, arXiv.org 22.04.2016
Subjects
Discrete time systems
Missing data
Time series
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Summary:This technical report includes an assortment of technical details and extended discussions related to paper "Should we sample a time series more frequently? Decision support via multirate spectrum estimation (with discussion)", which introduces a model for estimating the log-spectral density of a stationary discrete time process given systematically missing data and models the cost implication for changing the sampling rate.
ISSN:2331-8422