Miscellanea. Estimation of missing values in possible partially nonstationary vector time series

DOI10.1093/biomet/84.2.495zbMath0883.62101OpenAlexW2464672025MaRDI QIDQ4364918

Alberto Luceño

Publication date: 9 March 1998

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/84.2.495

zbMATH Keywords

predictioninterpolationestimationlikelihood functionnoninvertible model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items (4)

CHECKING STATIONARITY AND INVERTIBILITY IN TIME SERIES MODELS—FINDING THE INVERTIBLE FORM IN THE VECTOR CASE ⋮ Missing observation analysis for matrix-variate time series data ⋮ Intra-Cluster Correlation in the Normal Model ⋮ On time-irreversibility and other non-linear features in time series

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