STRONG CONSISTENCY FOR AR MODEL WITH MISSING DATA

DOI10.4134/JKMS.2004.41.6.1071zbMATH Open1062.62042OpenAlexW1998089446MaRDI QIDQ4654907FDOQ4654907

Authors: Myung S. Lee 

Publication date: 10 March 2005

Published in: Journal of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4134/jkms.2004.41.6.1071

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zbMATH Keywords

stationary autoregressive process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cited In (5)

• On two-stage estimation of the spectral density with assigned risk in presence of missing data
• Missing not at random and the nonparametric estimation of the spectral density
• Title not available (Why is that?)
• Efficient non-parametric estimation of the spectral density in the presence of missing observations
• On the theory of continuous time series

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