scientific article

zbMath0623.62083MaRDI QIDQ3761509

Michael A. Wincek, Gregory C. Reinsel

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical examplemissing dataregression modelautoregressive moving average modelsexact maximum likelihood estimatesmodified Newton-Raphson procedureARMA time series errorsexplicit recursive procedureinnovation transformation approachnonconsecutive dataweighted nonlinear least squares interpretation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical optimization and variational techniques (65K10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (8)

Maximum likelihood estimation of Gaussian models with missing data -- Eight equivalent formulations ⋮ Shrinkage estimation for linear regression with ARMA errors ⋮ Missing observation analysis for matrix-variate time series data ⋮ Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data ⋮ A single-index model procedure for interpolation intervals in time series ⋮ A time series bootstrap procedure for interpolation intervals ⋮ Spectrum estimation with missing values: A regularized nuclear norm minimization approach ⋮ Bayesian analysis of regression models with spatially correlated errors and missing observations

Uses Software

• AS 154
• AS 197

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