Parameter estimation for auto-regressive systems with missing observations

Mc Giffin P.B. and Murthy D.N.P. (1980) Parameter estimation for auto-regressive systems with missing observations. International Journal of Systems Science, 11 9: 1021-1034. doi:10.1080/00207728008967071


Author Mc Giffin P.B.
Murthy D.N.P.
Title Parameter estimation for auto-regressive systems with missing observations
Journal name International Journal of Systems Science   Check publisher's open access policy
ISSN 1464-5319
Publication date 1980
Sub-type Article (original research)
DOI 10.1080/00207728008967071
Volume 11
Issue 9
Start page 1021
End page 1034
Total pages 14
Subject 2207 Control and Systems Engineering
1706 Computer Science Applications
2614 Theoretical Computer Science
1703 Computational Theory and Mathematics
1803 Management Science and Operations Research
Abstract 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.
Q-Index Code C1
Q-Index Status Provisional Code
Institutional Status Unknown

Document type: Journal Article
Sub-type: Article (original research)
Collection: Scopus Import
 
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Created: Tue, 28 Jun 2016, 06:31:31 EST by System User