Parameters estimation based on AR time series model with right-censored data

zbMATH Open1389.62031MaRDI QIDQ3132476FDOQ3132476

Authors: Qi Yang, Xianbing Cao, Xiao-Hui Wang 

Publication date: 29 January 2018

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zbMATH Keywords

right-censored dataAR modelK-M estimationN-A estimation

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in survival analysis and censored data (62N02)

Cited In (2)

• Time series analysis for right censored data
• Estimation of ARMA\((p,q)\) models under left censoring

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