Asymptotic distribution of parameter estimators for nonconsecutively observed time series
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Publication:3761465
DOI10.1093/biomet/74.1.115zbMath0623.62016MaRDI QIDQ3761465
Michael A. Wincek, Gregory C. Reinsel
Publication date: 1987
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/74.1.115
asymptotic normality; maximum likelihood estimator; numerical comparisons; missing data; autoregressive-moving average models; asymptotic variances; Gauss-Newton weighted least-squares estimator; nonconsecutively observed data; normal and non-normal distributional assumptions; time spacings
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
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