On the estimation of missing initial autocorrelation coefficients

DOI10.1080/09720529.1999.10697886MaRDI QIDQ4943247zbMATH OpenOpenAlexFDO

Authors Nezameddin Faghih

Publication date 3 July 2000

Published in Journal of Discrete Mathematical Sciences and Cryptography (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/09720529.1999.10697886

zbMATH Keywords

autocorrelation function extrapolationinterpolationmissing coefficients

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3890413 (Why is no real title available?)
• scientific article; zbMATH DE number 3131354 (Why is no real title available?)
• scientific article; zbMATH DE number 4088699 (Why is no real title available?)
• Maximum entropy and spectral estimation: A review

Cited in

(1)

• Autoregressive spectral analysis when observations are missing

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