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

MaRDI QIDQ3132476zbMATH OpenFDO

Authors Qi Yang, Xianbing Cao, Xiao-Hui Wang

Publication date 29 January 2018

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)

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Cited in

(2)

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

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