Autoregressive spectral analysis when observations are missing
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Publication:1881188
DOI10.1016/j.automatica.2004.04.011zbMath1055.93553OpenAlexW2104637242MaRDI QIDQ1881188
Robert Bos, Piet M. T. Broersen, Stijn de Waele
Publication date: 4 October 2004
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2004.04.011
Related Items
Rank estimation in missing data matrix problems ⋮ Stable spline identification of linear systems under missing data ⋮ Parameter estimation with scarce measurements ⋮ Spectral estimation for locally stationary time series with missing observations ⋮ On the theory of continuous time series
Cites Work
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- Optimal ARMA parameter estimation based on the sample covariances for data with missing observations
- Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
- Frequency domain system identification with missing data
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