PARAMETER ESTIMATION FOR LOW‐ORDER AUTO‐REGRESSIVE MODELS WITH MISSING VALUES

DOI10.1111/J.1467-842X.1993.TB01317.XzbMATH Open0775.62241OpenAlexW2079931909MaRDI QIDQ4201514FDOQ4201514

Authors: Mark R. Segal, Bernard Rosner, Albert G. S. Liou, Jan P. Schouten 

Publication date: 25 August 1993

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

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1993.tb01317.x

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cited In (3)

• Resampling for order estimation of autoregressive models with missing data
• Incorporating measurement error in the estimation of autoregressive models for longitudinal data
• Estimation of Growth Norms from Incomplete Longitudinal Data

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