- Volume 3 Issue 3
The properties of the residuals are investigated when K-consecutive observations are interpolated. The central limit theorem is also proved for the LSE for autoregressive parameters when
- Communications in Statistics, Theory and Methods v.A no.10 Missing observatons in time series Abraham, B.
- The Annals of Statistics v.13 Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions Ansley, C.F.;Kohn, R.
- Time Series Analysis : forecasting and control(2nd ed.) Box, G.E.P.;Jenkins,G.
- Applied Statistics v.25 Interpolating time series with applicatin to the estimation of holiday effects on electricity demand Brubacher, S.R.;Wilson, G.T.
- Journal of the Royal Statistical Society, Ser. B. v.51 leave-k-out diagnostics for time series (with discussion) Bruce, A.G.;Martin, R. D.
- Journal of the Korean Statistical Society v.22 Outlier Detextion Diagnostic based on Interpolation Method in Autoregressive Models Cho, S.;Ryu, G. Y.;Park, B.U.;Lee, J.J.
- Sankhya A v.43 Asymptotic theory for time series containing missing and amplitude modulated observations Dunsmuir, W.;Robinson, P. M.
- Journal of the American Statistical Association v.76 Estimation of time series models in the presence of missing data Dunsmuir, W.;Robinson, P.M.
- Introduction to Statistical Time Series Fuller, W. A.
- Statistical Analysis of Stationary Time Series Grenander, U.;Rosenblatt, M.
- Journal of the American Statistical Association v.79 Estimating missing observations in economic time series Harvey, A.C.;Pierse, R. G.
- Continuous univariate distributions-2 Johnson N. L.;Kotz S.
- Technometrics v.22 Maximum like lihood fitting of ARMA models to time series with missing observations Jones, R. H.
- Journal of the American Statistical Association v.81 Estimation, Prediction, and Interpolation for ARIMA Models With Missing Data Kohn, R.;Ansley, C.F.
- Unpublished Ph.D. dissertation, University of Wisconsin, Department of Statistics A Study on Influential Obervations in Linear Regression and Time Series Lee, J.J.
- Statistical Analysis with Missing Data Little, R.;Rubin, D.
- ASA Proceedings of the Business and Economic Statistics Section Outliers and Missing Observation in Time Series Ljung, G.M.
- Proceedings of time series analysis of irreguraly observed data A strategy to complete a time series with missing observations Miller, R.B.;Ferreiro;Parzen, E.(ed.)
- Biometrica v.61 The exact likelihod function for a mixed autoregressive-moving average process Newbold, P.
- Sankhy a Ser. A v.25 On spectral analysis with missing observation and amplitude modulation Parzen, E.
- The American Statistician v.45 A Note on Likelihood Estimation of Missing Values in Time Series Pe na, D.;Tiao, G. C.
- Journal of Time Series Analysis v.10 Estimation and interpolation of missing values of stationary time series Pourahmadi, M.
- Biometrika v.74 Asymtotic distribution of parameter estimators for onoconsecutively observed time series Reinsel, G.C.;Wincek, M. A.
- Unpublished Ph.D. dissertation, Seoul National University, Department of Computer Science and Statistics Outlier Detection Diagnostic in Time Series Ryu, G.Y.
- Time Series Analysis Wei, W.S.
- Biometrika v.74 Asymtotic distribution of parameter estimatiors for nonconsecutively observed time series Reinsel G.C.;Wincek M.A.
- Unpublished Ph.D.Dissertation, Seoul National University, Department of Computer Science and Statistics Outlier Detection Diagnostic in Time Seies Ryu,G.Y.
- Time Series Analysis Wei,W.S.