Time-series analysis if data are randomly missing

IEEE Transactions on Instrumentation and Measurement

Volumn 55, Issue 1, 2006, Pages 79-84

  Broersen, Piet M T ^a   Bos, Robert ^b  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

^b DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Autocorrelation analysis; Autoregressive moving average (ARMA) model; Incomplete data; Missing observations; Order selection; Spectral analysis

Indexed keywords

ALGORITHMS; MAXIMUM LIKELIHOOD ESTIMATION; OPTIMIZATION; PARAMETER ESTIMATION; SIGNAL PROCESSING; SPECTRUM ANALYSIS;

AUTOCORRELATION ANALYSIS; AUTOREGRESSIVE MOVING-AVERAGE (ARMA) MODEL; INCOMPLETE DATA; MISSING OBSERVATIONS; ORDER SELECTION;

TIME SERIES ANALYSIS;

EID: 32044452684     PISSN: 00189456     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIM.2005.861247     Document Type: Article

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