Nonparametric autocovariance estimation from censored time series by Gaussian imputation

DOI10.1080/10485250802570964zbMath1155.62068OpenAlexW2130595342WikidataQ42939392 ScholiaQ42939392MaRDI QIDQ3611829

Marc G. Genton, Jung-Wook Park, Sujit Kumar Ghosh

Publication date: 3 March 2009

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2804993

zbMATH Keywords

censoringimputationGibbs samplingnonparametric estimationtruncated multivariate normal distribution

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Nonparametric estimation (62G05)

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