ABSTRACT
The interest in this topic is evidenced by the dedication of a whole conference to its consideration, the collection of papers appearing in Parzen (1984). At the close of Section 7.2 we raised the theoretical problem of whether the whole autocovariance function or spectrum of the process could be determined from irregular sampling. The papers in Parzen (1984) consider, inter alia, both the theoretical and practical aspects of this problem. The approach of parametric model fitting that we present in this chapter was developed in part from ideas found among those papers. A successful demonstration of our approach in the univariate case has appeared in Belcher et al. (1994).
