On estimation for censored autoregressive data

DOI10.1016/S0167-7152(96)00019-3zbMath0880.62094OpenAlexW2081223631MaRDI QIDQ1359707

M. Vasudaven, M. M. Sithole, M. Gopalan Nair

Publication date: 6 July 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00019-3

zbMATH Keywords

Monte Carlo simulationsautoregression parametercensored autoregressive process

Mathematics Subject Classification ID

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

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