PARAMETRIC ESTIMATORS FOR STATIONARY TIME-SERIES WITH MISSING OBSERVATIONS

被引：14

作者：

DUNSMUIR, W

ROBINSON, PM

机构：

[1] MIT,CAMBRIDGE,MA 02139

[2] UNIV SURREY,DEPT MATH,GUILDFORD GU2 5XH,SURREY,ENGLAND

来源：

ADVANCES IN APPLIED PROBABILITY | 1981年 / 13卷 / 01期

关键词：

D O I：

10.2307/1426471

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：129 / 146

页数：18

共 27 条

[1]

[Anonymous], 1977, STOCH PROCESS THEIR

[2]

BLOOMFIELD P, 1970, J R STAT SOC B, V32, P369

[3] PREDICTION ERROR IDENTIFICATION METHODS FOR STATIONARY STOCHASTIC-PROCESSES [J].

CAINES, PE .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1976, 21 (04) :500-505

[4]

Davis R. B., 1973, Advances in Applied Probability, V5, P469, DOI 10.2307/1425830

[5] VECTOR LINEAR TIME-SERIES MODELS - CORRECTIONS AND EXTENSIONS [J].

DEISTLER, M ;

DUNSMUIR, W ;

HANNAN, EJ .

ADVANCES IN APPLIED PROBABILITY, 1978, 10 (02) :360-372

[6] VECTOR LINEAR TIME SERIES MODELS [J].

DUNSMUIR, W ;

HANNAN, EJ .

ADVANCES IN APPLIED PROBABILITY, 1976, 8 (02) :339-364

[7] CENTRAL LIMIT-THEOREM FOR PARAMETER-ESTIMATION IN STATIONARY VECTOR TIME-SERIES AND ITS APPLICATION TO MODELS FOR A SIGNAL OBSERVED WITH NOISE [J].

DUNSMUIR, W .

ANNALS OF STATISTICS, 1979, 7 (03) :490-506

[8]

DUNSMUIR W, 1979, 9 DEP MATH TECHN REP

[9]

DUNSMUIR W, UNPUBLISHED

[10] ASYMPTOTIC THEORY OF LINEAR TIME-SERIES MODELS [J].

HANNAN, EJ .

JOURNAL OF APPLIED PROBABILITY, 1973, 10 (01) :130-145

← 1 2 3 →