Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
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- Spline based Hermite quasi-interpolation for univariate time series
- Stable spline identification of linear systems under missing data
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- Asymptotic properties of local polynomial regression with missing data and correlated errors
- Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models
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- Recursive estimation in econometrics
- Exact maximum likelihood estimation of structured or unit root multivariate time series models
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