Pages that link to "Item:Q3925033"

The following pages link to Estimation of Time Series Models in the Presence of Missing Data (Q3925033):

Displaying 17 items.

• Asymptotic theory of parameter estimation by a contrast function based on interpolation error (Q265669) (← links)
• Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data (Q957295) (← links)
• Kernel estimation and interpolation for time series containing missing observations (Q1062717) (← links)
• Matrix representations of spectral coefficients of randomly sampled ARMA models (Q1343599) (← links)
• Spatial long memory (Q2195534) (← links)
• Wavelet analysis of uniformly time-modulated processes (Q4563516) (← links)
• Spectral estimation in the presence of missing data (Q4606859) (← links)
• Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations (Q4843810) (← links)
• Parameter estimation in regression models with autocorrelated errors using irregular data (Q4843857) (← links)
• TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA (Q4892828) (← links)
• (Q4909783) (← links)
• EFFICIENT NON‐PARAMETRIC ESTIMATION OF THE SPECTRAL DENSITY IN THE PRESENCE OF MISSING OBSERVATIONS (Q5176847) (← links)
• On Two‐Stage Estimation of the Spectral Density with Assigned Risk in Presence of Missing Data (Q5382476) (← links)
• Stable spline identification of linear systems under missing data (Q6119719) (← links)
• Seasonal time-series imputation of gap missing algorithm (STIGMA) (Q6125142) (← links)
• Estimation on unevenly spaced time series (Q6176939) (← links)
• On the correlation analysis of stocks with zero returns (Q6554767) (← links)