Optimal ARMA parameter estimation based on the sample covariances for data with missing observations (Q3825976): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal ARMA parameter estimation based on the sample covariances for data with missing observations |
scientific article |
Statements
Optimal ARMA parameter estimation based on the sample covariances for data with missing observations (English)
0 references
1989
0 references
spectral estimation
0 references
autoregressive moving-average
0 references
stationary processes
0 references
missing observations
0 references
sample covariances
0 references
asymptotically optimal estimator
0 references
algorithm
0 references
nonlinear least squares
0 references
ARMA model
0 references
asymptotic variance
0 references
