Autocorrelation estimation of time series with randomly missing observations

DOI10.1093/BIOMET/67.3.567zbMath0442.62071OpenAlexW2078621493WikidataQ61890744 ScholiaQ61890744MaRDI QIDQ3885020

Roger Marshall

Publication date: 1980

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/67.3.567

zbMATH Keywords

Gaussian processlinear processMarkov chainbiascovariancemoving averageBernoulli modelapproximate formulaefourth cumulantrandomly missing observationsautocorrelation estimation of time seriesBartlett formulae

Mathematics Subject Classification ID

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

Related Items (5)

Matrix representations of spectral coefficients of randomly sampled ARMA models ⋮ Tests of periodicity with missing observations ⋮ Un algoritmo iterativo para la estimacion de modelos arma con ausencia de observaciones ⋮ Statistical analysis for stationary time processes with irregular observations ⋮ Unnamed Item

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