Estimation of ARMA(p,q) models under left censoring

zbMATH Open1223.62153MaRDI QIDQ3072234FDOQ3072234

Authors: Yuejin Zhou, Guijing Chen 

Publication date: 5 February 2011

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• scientific article; zbMATH DE number 1087964

zbMATH Keywords

strong consistencystrictly stationary and ergodic process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Censored data models (62N01)

Cited In (2)

• Parameters estimation based on AR time series model with right-censored data
• Estimate a stationary process under left censoring

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