Censored time series analysis with autoregressive moving average models

Canadian Journal of Statistics

Volumn 35, Issue 1, 2007, Pages 151-168

  Park, Jung Wook ^a   Genton, Marc G ^b   Ghosh, Sujit K ^c  

^a GLAXOSMITHKLINE   (United States)

^b TEXAS A AND M UNIVERSITY   (United States)

^c NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

Censored time series; Fisher information; Gibbs sampler; Imputation; Truncated multivariate normal distribution

Indexed keywords

EID: 34249334595     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.1002/cjs.5550350113     Document Type: Article

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