Journal of the
Korean Mathematical Society JKMS

This paper is concerned with the strong consistency of the estimators of the autocovariance function and the spectral density function for the autoregressive process in the case where only an amplitude modulated process with missing data is observed. These results will give a simple and practical sufficient condition for the strong consistency of those estimators. Finally, some examples are given to illustrate the application of main result.

Keywords: strong consistency, Stochastic process, stationary autoregressive process

MSC numbers: 62F12