Supplementary Material for "Should we sample a time series more frequently? Decision support via multirate spectrum estimation (with discussion)"
Methodology
2016-04-25 v1 Applications
Computation
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.
Keywords
Cite
@article{arxiv.1604.06716,
title = {Supplementary Material for "Should we sample a time series more frequently? Decision support via multirate spectrum estimation (with discussion)"},
author = {Guy P. Nason and Ben Powell and Duncan Elliott and Paul A. Smith},
journal= {arXiv preprint arXiv:1604.06716},
year = {2016}
}