Fitting autoregression with regularly missed observations

DOI10.1007/BF02480344zbMATH Open0456.62071OpenAlexW1993582905MaRDI QIDQ1150985FDOQ1150985

Authors: Hideaki Sakai 

Publication date: 1980

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02480344

zbMATH Keywords

frequency domainasymptotic error covariance matrixfitting autoregressionregularly missed observations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Statistical predictor identification
• Title not available (Why is that?)
• On the relation between fitting autoregression and periodogram with applications
• Spectral Analysis with Regularly Missed Observations
• Spectrum estimation with missing observations
• Spectral Analysis with Randomly Missed Observations: The Binomial Case
• Title not available (Why is that?)
• Extending the Frequency Range of Spectrum Estimates by the Use of Two Data Recorders

Cited In (6)

• TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA
• Tests of periodicity with missing observations
• Kernel estimation and interpolation for time series containing missing observations
• Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations
• Fixed-order optimal deconvolution filter with irregular missing data
• Least squares estimation of ARCH models with missing observations

This page was built for publication: Fitting autoregression with regularly missed observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1150985)