Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations

time series covariance function missing observations Akaike information criterion spectral density state space maximum likelihood fitting of ARMA models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Point estimation (62F10)

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