Resampling for Order Estimation of Autoregressive Models with Missing Data

DOI10.1080/03610918.2013.809189zbMATH Open1328.62516OpenAlexW2047255603MaRDI QIDQ5259160FDOQ5259160

Abdelaziz El Matouat, Freedath Djibril Moussa, Hassania Hamzaoui

Publication date: 24 June 2015

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.809189

zbMATH Keywords

EM algorithmmissing datainformation criteriaresamplingautoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical ranking and selection procedures (62F07)

Cites Work

• Title not available (Why is that?)
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• Time series: theory and methods.
• Estimating the dimension of a model
• Model Selection Criteria for Missing-Data Problems Using the EM Algorithm
• Selection of the order of an autoregressive model by Akaike's information criterion
• Generalizing the derivation of the schwarz information criterion
• An Akaike information criterion for model selection in the presence of incomplete data.

Cited In (2)

• Title not available (Why is that?)
• PARAMETER ESTIMATION FOR LOW‐ORDER AUTO‐REGRESSIVE MODELS WITH MISSING VALUES

Uses Software

• R

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