scientific article; zbMATH DE number 1983552

zbMATH Open1029.62078MaRDI QIDQ4427461FDOQ4427461

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

Publication date: 3 February 2004

Title of this publication is not available (Why is that?)

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• Missing data estimation in AR\((p)\) models
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• Estimation method of moving average model with missing data

zbMATH Keywords

EM algorithmconditional densitylikelihood function

Mathematics Subject Classification ID

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

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
• Missing data estimation in AR\((p)\) models
• Estimation of AR(1) models with missing values
• Identification of ARX-models subject to missing data

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