Estimation of AR(1) models with missing values (Q2967658)
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scientific article; zbMATH DE number 6690618
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| English | Estimation of AR(1) models with missing values |
scientific article; zbMATH DE number 6690618 |
Statements
ESTIMATION OF AR(1) MODELS WITH MISSING VALUES (English)
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1 March 2017
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time series
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AR(1) model
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OLS method
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missing values
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BLUE
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0.838925838470459
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0.8269972205162048
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0.8184241056442261
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