Estimation of the parameters of a multidimensional autoregression model with missing measurements

DOI10.1007/BF00559060zbMath0949.62558MaRDI QIDQ1968848

F. F. Idrisov

Publication date: 7 December 2000

Published in: Russian Physics Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Gaussian estimation of first order time series models with Bernoulli observations
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