Estimation of Time Series Models in the Presence of Missing Data

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Probabilistic methods, stochastic differential equations (65C99)

Cited in

(21)

Kernel estimation and interpolation for time series containing missing observations
Matrix representations of spectral coefficients of randomly sampled ARMA models
Spatial long memory
Asymptotic theory of parameter estimation by a contrast function based on interpolation error
Wavelet analysis of uniformly time-modulated processes
Spectral estimation in the presence of missing data
Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations
Parameter estimation in regression models with autocorrelated errors using irregular data
TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA
Spectrum of randomly sampled multivariate \textsl{ARMA} models.
Efficient non-parametric estimation of the spectral density in the presence of missing observations
On two-stage estimation of the spectral density with assigned risk in presence of missing data
Stable spline identification of linear systems under missing data
Seasonal time-series imputation of gap missing algorithm (STIGMA)
scientific article; zbMATH DE number 7734381 (Why is no real title available?)
Estimation on unevenly spaced time series
On the correlation analysis of stocks with zero returns
Analysis of linear and bilinear spatial temporal models in the case of missing observations
Constructing high frequency economic indicators by imputation
A subsequence approach to topological data analysis for irregularly-spaced time series
Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data

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