ESTIMATION OF AR(1) MODELS WITH MISSING VALUES

DOI10.17654/AS049060485zbMath1359.62366OpenAlexW2559819636MaRDI QIDQ2967658

Sayed Mesheal El-Sayed, Ahmed A. El-Sheikh, Mahmoud Mohamed Abdelwahab

Publication date: 1 March 2017

Published in: Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/10383.htm

zbMATH Keywords

time seriesBLUEmissing valuesAR(1) modelOLS method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Stationary stochastic processes (60G10)

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