Data analysis using regression models with missing observations and long-memory: an application study

DOI10.1016/j.csda.2005.03.007zbMath1445.62229OpenAlexW2113239126MaRDI QIDQ959290

Wilfredo Palma, Pilar L. Iglesias, Héctor Jorquera

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/177793

zbMATH Keywords

parameter estimationKalman filterlong memory processesBayesian estimationregression modelARFIMA model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

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