THE ESTIMATION OF MISSING OBSERVATIONS IN RELATED TIME-SERIES DATA - FURTHER RESULTS

被引：0

作者：

BROWN, KC ^{[1
]}

KADIYALA, KR ^{[1
]}

机构：

[1] PURDUE UNIV,DEPT ECON,W LAFAYETTE,IN 47907

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1985年 / 14卷 / 04期

关键词：

D O I：

10.1080/03610918508812484

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：973 / 981

页数：9

共 50 条

[1] METHODOLOGIES FOR THE ESTIMATION OF MISSING OBSERVATIONS IN TIME-SERIES
FERREIRO, O
[J]. STATISTICS & PROBABILITY LETTERS, 1987, 5 (01) : 65 - 69
[2] ARMA SPECTRAL ESTIMATION OF TIME-SERIES WITH MISSING OBSERVATIONS
PORAT, B
FRIEDLANDER, B
[J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1984, 30 (06) : 823 - 831
[3] A NONLINEAR TIME-SERIES MODEL AND ESTIMATION OF MISSING OBSERVATIONS
ABRAHAM, B
THAVANESWARAN, A
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1991, 43 (03) : 493 - 504
[4] MISSING OBSERVATIONS IN TIME-SERIES
ABRAHAM, B
[J]. COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1981, 10 (16): : 1643 - 1653
[5] Estimation of time-series regressions with autoregressive disturbances and missing observations
Machado, JAF
McCrorie, JR
Penzer, J
[J]. ECONOMETRIC THEORY, 1998, 14 (05) : 689 - 691
[6] KERNEL ESTIMATION AND INTERPOLATION FOR TIME-SERIES CONTAINING MISSING OBSERVATIONS
ROBINSON, PM
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1984, 36 (03) : 403 - 417
[7] ESTIMATION OF TIME-SERIES MODELS IN THE PRESENCE OF MISSING DATA
DUNSMUIR, W
ROBINSON, PM
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1981, 76 (375) : 560 - 568
[8] ARMA SPECTRAL ESTIMATION OF TIME-SERIES WITH MISSING OBSERVATIONS - REPLY
PORAT, B
FRIEDLANDER, B
[J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1986, 32 (04) : 602 - 602
[9] ARMA SPECTRAL ESTIMATION OF TIME-SERIES WITH MISSING OBSERVATIONS - COMMENTS
LEPSCHY, AM
MIAN, GA
VIARO, U
[J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1986, 32 (04) : 601 - 602
[10] BEST LINEAR UNBIASED ESTIMATION OF MISSING OBSERVATIONS IN AN ECONOMIC TIME-SERIES
CHOW, GC
LIN, AL
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1976, 71 (355) : 719 - 721

← 1 2 3 4 5 →