Time series AR modeling with missing observations based on the polynomial transformation
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Publication:984202
DOI10.1016/J.MCM.2009.11.016zbMath1190.62157OpenAlexW2085336722MaRDI QIDQ984202
Publication date: 16 July 2010
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2009.11.016
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
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