Estimation of AR(1) models with missing values
DOI10.17654/AS049060485zbMATH Open1359.62366OpenAlexW2559819636MaRDI QIDQ2967658FDOQ2967658
Authors: S. M. 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
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Cited In (8)
- On the estimation of missing values in AR(1) model with exponential innovations
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- Title not available (Why is that?)
- PARAMETER ESTIMATION FOR LOW‐ORDER AUTO‐REGRESSIVE MODELS WITH MISSING VALUES
- Time series AR modeling with missing observations based on the polynomial transformation
- Maximum likelihood estimation of the \(\mathrm{VAR}(1)\) model parameters with missing observations
- ARMA spectral estimation of time series with missing observations
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