A new type of parameter estimation algorithm for missing data problems

DOI10.1016/J.SPL.2005.05.018zbMath1085.62023OpenAlexW2083704637MaRDI QIDQ2489848

Luzhou Xu, Petre Stoica, Jian Li

Publication date: 28 April 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.05.018

zbMATH Keywords

Maximum likelihoodCyclic maximizationExpectation-maximizationParameter estimation with missing data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items (3)

Maximum likelihood estimation of linear SISO models subject to missing output data and missing input data ⋮ Dealing with missing data based on data envelopment analysis and halo effect ⋮ Joint DOD and DOA estimation for bistatic MIMO radar

Cites Work

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• On the inconsistency of IQML
• Identification of ARX-models subject to missing data
• Parameter estimation for auto-regressive systems with missing observations
• Missing Data in an Autoregressive Model

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