A new type of parameter estimation algorithm for missing data problems

DOI10.1016/J.SPL.2005.05.018MaRDI QIDQ2489848zbMATH OpenOpenAlexFDO

Authors Petre Stoica, Luzhou Xu, Jian Li

Publication date 28 April 2006

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.05.018

zbMATH Keywords

Maximum likelihoodCyclic maximizationExpectation-maximizationParameter estimation with missing data

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• scientific article; zbMATH DE number 3890574 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 1059776 (Why is no real title available?)
• scientific article; zbMATH DE number 1834445 (Why is no real title available?)
• Identification of ARX-models subject to missing data
• Missing Data in an Autoregressive Model
• On the inconsistency of IQML
• Parameter estimation for auto-regressive systems with missing observations

Cited in

(6)

• AN ALTERNATIVE PARAMETRIC APPROACH FOR DISCRETE MISSING DATA PROBLEMS
• Joint DOD and DOA estimation for bistatic MIMO radar
• Missing Data Restoration Algorithm
• Regularized TLS-EM for estimating missing data
• Dealing with missing data based on data envelopment analysis and halo effect
• Maximum likelihood estimation of linear SISO models subject to missing output data and missing input data

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