scientific article; zbMATH DE number 1983552

MaRDI QIDQ4427461zbMATH OpenFDO

Authors Ping Tian, Xianfeng Dong, Dehui Wang, Xiaowei Huang

Publication date 3 February 2004

zbMATH Keywords

EM algorithmconditional densitylikelihood function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Missing data estimation in AR\((p)\) models
• Estimation of AR(1) models with missing values
• Un algoritmo iterativo para la estimacion de modelos arma con ausencia de observaciones
• Identification of ARX-models subject to missing data
• Estimation method of moving average model with missing data

Cited in

(6)

• On the estimation of missing values in AR(1) model with exponential innovations
• Parameter estimation for \({\mathrm{MGINAR}}(p)\) model with missing data
• Estimation method of moving average model with missing data
• Estimation of AR(1) models with missing values
• Missing data estimation in AR\((p)\) models
• Identification of ARX-models subject to missing data

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4427461)