STRONG CONSISTENCY FOR AR MODEL WITH MISSING DATA

DOI10.4134/JKMS.2004.41.6.1071MaRDI QIDQ4654907zbMATH OpenOpenAlexFDO

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

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)

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• 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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