Un algoritmo iterativo para la estimacion de modelos arma con ausencia de observaciones
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Publication:3357400
DOI10.1007/BF02884330zbMath0731.62142MaRDI QIDQ3357400
Publication date: 1988
Published in: Trabajos de Estadistica (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/40517
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
65C99: Probabilistic methods, stochastic differential equations
Cites Work
- On the convergence properties of the EM algorithm
- On the relation between fitting autoregression and periodogram with applications
- Autocorrelation estimation of time series with randomly missing observations
- Parametric estimators for stationary time series with missing observations
- Spectral Analysis with Regularly Missed Observations
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