Time series analysis for right censored data

MaRDI QIDQ5431186zbMATH OpenFDO

Authors Shuyuan He, Rui Li, Jun-shan Shen

Publication date 7 December 2007

zbMATH Keywords

EM algorithmright censorshipstationary process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Censored data models (62N01)

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Cited in

(6)

• Estimation of \(P(Z<Y)\) for correlated stochastic time series models
• Parameters estimation based on AR time series model with right-censored data
• Nonparametric autocovariance estimation from censored time series by Gaussian imputation
• Estimate a stationary process under left censoring
• Regression Analsis with Censored Autocorrelated Data
• Censored time series analysis with autoregressive moving average models

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