Statistical properties of time series with missing observations

MaRDI QIDQ5476360zbMATH OpenFDO

Authors M. A. Ghazal

Publication date 14 July 2006

zbMATH Keywords

cumulantssemi-invariant spectral density of fourth order

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Asymptotic distribution theory in statistics (62E20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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(12)

• Kernel estimation and interpolation for time series containing missing observations
• Inverse covariances of a multivariate time series
• Statistical analysis for stationary time processes with irregular observations
• Estimation of the autocorrelation function of a stationary time series with missing observations
• Missing Data Methods: Time-Series Methods and Applications
• Statistical estimators of parameters of vector autoregressive time series under missing values and their asymptotic properties
• scientific article; zbMATH DE number 3843027 (Why is no real title available?)
• Asymptotic properties of spectral estimates of second-order with missed observations
• The second-order moments of the sample covariances for time series with missing observations
• Time series analysis for right censored data
• Influence of Missing Values on the Prediction of a Stationary Time Series
• Periodogram analysis with missing observations

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