Resampling for Order Estimation of Autoregressive Models with Missing Data

DOI10.1080/03610918.2013.809189zbMath1328.62516OpenAlexW2047255603MaRDI QIDQ5259160

Abdelaziz El Matouat, Freedath Djibril Moussa, Hassania Hamzaoui

Publication date: 24 June 2015

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.809189

zbMATH Keywords

EM algorithmresamplingautoregressive modelmissing datainformation criteria

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical ranking and selection procedures (62F07)

Uses Software

• R

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Time series: theory and methods.
• Estimating the dimension of a model
• An Akaike information criterion for model selection in the presence of incomplete data.
• Selection of the order of an autoregressive model by Akaike's information criterion
• Generalizing the derivation of the schwarz information criterion
• Model Selection Criteria for Missing-Data Problems Using the EM Algorithm

This page was built for publication: Resampling for Order Estimation of Autoregressive Models with Missing Data