Estimation of Time Series Models in the Presence of Missing Data
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Cited in
(20)- 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
- Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data
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