Autocorrelation estimation of time series with randomly missing observations
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Publication:3885020
DOI10.1093/biomet/67.3.567zbMath0442.62071WikidataQ61890744 ScholiaQ61890744MaRDI QIDQ3885020
Publication date: 1980
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/67.3.567
Gaussian process; linear process; Markov chain; bias; covariance; moving average; Bernoulli model; approximate formulae; fourth cumulant; randomly missing observations; autocorrelation estimation of time series; Bartlett formulae
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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