Estimation and Identification of Space-Time ARMAX Models in the Presence of Missing Data

DOI10.2307/2289008zbMath0608.62108OpenAlexW4248461418MaRDI QIDQ3747563

David S. Stoffer

Publication date: 1986

Full work available at URL: https://doi.org/10.2307/2289008

zbMATH Keywords

identificationmissing dataparameterizationARMAX modelautoregressive moving averageasymptotic stationarityautocovariance estimationmultivariate spatial time series dataSTARMAX

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99)

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