scientific article; zbMATH DE number 3886921

MaRDI QIDQ3219616zbMATH OpenFDO

Authors Peter M. Robinson

Publication date 1984

zbMATH Keywords

consistencyequally-spaced samplingGaussian caseidentifiabilityLagrange-multiplier testmissing datarandom samplingstochastic differential equationvector processweak convergence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(9)

• Matrix representations of spectral coefficients of randomly sampled ARMA models
• Modelling informative time points: an evolutionary process approach
• ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS
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• Spectrum of randomly sampled multivariate \textsl{ARMA} models.
• Modelling irregularly spaced time series under preferential sampling
• Modelling data observed irregularly over space and regularly in time
• Time series analysis of irregularly observed data. Proceedings of a Symposium held at Texas A \& M University, College Station/Texas, February 10--13, 1983

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