Estimation of Time Series Models in the Presence of Missing Data

DOI10.2307/2287513zbMath0471.62089OpenAlexW4253529799MaRDI QIDQ3925033

William T. M. Dunsmuir, Peter M. Robinson

Publication date: 1981

Full work available at URL: https://doi.org/10.2307/2287513

zbMATH Keywords

time seriesmissing dataautoregressive moving average modelspollution data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Probabilistic methods, stochastic differential equations (65C99)

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