Estimation of AR(1) models with missing values

DOI10.17654/AS049060485MaRDI QIDQ2967658zbMATH OpenOpenAlexFDO

Authors S. M. El-Sayed, Ahmed A. El-Sheikh, Mahmoud Mohamed Abdelwahab

Publication date 1 March 2017

Published in Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL http://www.pphmj.com/abstract/10383.htm

zbMATH Keywords

AR(1) modelBLUEmissing valuesOLS methodtime series

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Robustness and adaptive procedures (parametric inference) (62F35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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