scientific article; zbMATH DE number 3843027

MaRDI QIDQ3313158zbMATH OpenFDO

Authors William T. M. Dunsmuir, Peter M. Robinson

Publication date 1981

zbMATH Keywords

amplitude modulated observationsasymptotic properties of autocovariancesautocorrelationscentral limit theoremmissing valuesstationary ergodic processstrong law of large numbersYule-Walker equations

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(19)

• A time series bootstrap procedure for interpolation intervals
• Gaussian estimation of first order time series models with Bernoulli observations
• Matrix representations of spectral coefficients of randomly sampled ARMA models
• Estimation of long-range dependence in gappy Gaussian time series
• A comparison of some estimators of time series autocorrelations
• Estimation of the autocorrelation function of a stationary time series with missing observations
• SPECTRAL ANALYSIS FOR AMPLITUDE-MODULATED TIME SERIES
• Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations
• Irregularly observed time series -- some asymptotics and the block bootstrap
• Spectral estimation in the presence of missing data
• STRONG CONSISTENCY FOR AR MODEL WITH MISSING DATA
• Spectrum of randomly sampled multivariate \textsl{ARMA} models.
• Efficient non-parametric estimation of the spectral density in the presence of missing observations
• On sequential spectral analysis of amplitude-modulated time series
• HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA
• Least squares estimation of ARCH models with missing observations
• Estimation on unevenly spaced time series
• Analyzing categorical time series in the presence of missing observations
• Marginal analysis of count time series in the presence of missing observations

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