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Parameter estimation for auto-regressive systems with missing observations

 

作者: P. B. McGIFFIN,   D. N. P. MURTHY,  

 

期刊: International Journal of Systems Science  （Taylor Available online 1980）
卷期: Volume 11, issue 9  

页码: 1021-1034

 

ISSN:0020-7721

 

年代: 1980

 

DOI:10.1080/00207728008967071

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

This paper examines the problem of parameter estimation for auto-regressive (AR) models with missing observations. The pattern for the missing observations is arbitrary. Various method are proposed and simulation results are presented.

 

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