ARMA spectral estimation of time series with missing observations

DOI10.1109/TIT.1984.1056982zbMath0555.62079MaRDI QIDQ3218974

Boaz Porat, Benjamin Friedlander

Publication date: 1984

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

algorithmnonlinear optimizationmissing observationsstationary time seriesautoregressive moving-average methodestimating the power spectral densityweighted-squared-error criterion

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Probabilistic methods, stochastic differential equations (65C99)

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