Parameter estimation for MGINAR(p) model with missing data

DOI10.13413/J.CNKI.JDXBLXB.2019404MaRDI QIDQ3385885zbMATH OpenFDO

Authors Yanqiu Yang, Dehui Wang

Publication date 14 January 2021

Full work available at URL https://doi.org/10.13413/J.CNKI.JDXBLXB.2019404

zbMATH Keywords

\({\mathrm{MGINAR}}(p)\) modelmissing dataparameter estimation

Mathematics Subject Classification ID

Missing data (62D10) Point estimation (62F10)

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Cited in

(3)

• PARAMETER ESTIMATION FOR LOW‐ORDER AUTO‐REGRESSIVE MODELS WITH MISSING VALUES
• Imputation-based semiparametric estimation for INAR(1) processes with missing data
• A study for missing values in PINAR(1)\(_T\) processes

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