PARAMETER ESTIMATION OF UNIT ROOT PROCESSES WITH MISSING OBSERVATIONS
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Publication:4500632
DOI10.14490/jjss1995.29.181zbMath0952.62082MaRDI QIDQ4500632
Haruhisa Nishino, Yoshihiro Yajima
Publication date: 11 January 2001
Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.14490/jjss1995.29.181
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62M05: Markov processes: estimation; hidden Markov models
91B84: Economic time series analysis
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