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arXiv · 1604.06716

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

Guy P. Nason·Ben Powell·Duncan Elliott·Paul A. Smith
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Abstract

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.

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Guy P. Nason, Ben Powell, Duncan Elliott, Paul A. Smith. 2016-04-22. Supplementary Material for "Should we sample a time series more frequently? Decision support via multirate spectrum estimation (with discussion)". https://arxiv.org/abs/1604.06716

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