Nonparametric autocovariance estimation from censored time series by Gaussian imputation (Q3611829)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Nonparametric autocovariance estimation from censored time series by Gaussian imputation
scientific article

    Statements

    Nonparametric autocovariance estimation from censored time series by Gaussian imputation (English)
    0 references
    0 references
    0 references
    0 references
    3 March 2009
    0 references
    censoring
    0 references
    Gibbs sampling
    0 references
    imputation
    0 references
    nonparametric estimation
    0 references
    truncated multivariate normal distribution
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references