Trend estimation with missing observations
From MaRDI portal
Publication:1159429
DOI10.1007/BF02480350zbMath0475.62069OpenAlexW1979347845MaRDI QIDQ1159429
Makio Ishiguro, Hirotugu Akaike
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/bf02480350
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
Related Items (6)
On the theory of continuous time series ⋮ Estimation of second-order properties from jittered time series ⋮ A Bayesian approach to binary response curve estimation ⋮ Kernel estimation and interpolation for time series containing missing observations ⋮ A NOTE ON THE COMPUTATION OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES ⋮ A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER
Cites Work
This page was built for publication: Trend estimation with missing observations