Estimation on unevenly spaced time series

DOI10.1111/JTSA.12704OpenAlexW4380675158MaRDI QIDQ6176939

Unnamed Author, Liudas Giraitis

Publication date: 24 August 2023

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12704

zbMATH Keywords

time seriesmissing datasample mean

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Inference from stochastic processes (62Mxx)

Cites Work

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• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Kernel autocorrelogram for time-deformed processes
• Parametric estimators for stationary time series with missing observations
• Estimation of Time Series Models in the Presence of Missing Data
• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
• ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES
• Estimation of the mean of a stationary time series by sampling
• Spectral Analysis with Regularly Missed Observations

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