A spectral estimator of ARMA parameters from thresholded data

Statistics and Computing

Volumn 12, Issue 4, 2002, Pages 369-376

  Allcroft, David J ^a   Glasbey, Chris A ^b  

^a UNIVERSITY OF EDINBURGH   (United Kingdom)

^b Biomathematics and Statistics for Scotland 'BioSS'   (United Kingdom)

Author keywords

ARMA process; Censoring; Cow feeding data; MCMC; Simulation; Spectral likelihood; Tetrachoric correlation

Indexed keywords

EID: 0141568801     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1020796314300     Document Type: Article

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