Time series AR modeling with missing observations based on the polynomial transformation

Mathematical and Computer Modelling

Volumn 51, Issue 5-6, 2010, Pages 527-536

  Ding, Jie ^a   Han, Lili ^a   Chen, Xiaoming ^a  

^a JIANGNAN UNIVERSITY   (China)

Author keywords

AR models; Convergence properties; Missing observations; Parameter estimation; Time series

Indexed keywords

AR MODELS; CONVERGENCE PROPERTIES; MISSING OBSERVATIONS; POLYNOMIAL TRANSFORMATIONS; STANDARD ESTIMATION ALGORITHMS; STOCHASTIC GRADIENT ALGORITHMS; TIME SERIES MODELS;

ALGORITHMS; ARGON; CONVERGENCE OF NUMERICAL METHODS; METAL ANALYSIS; PARAMETER ESTIMATION; TIME SERIES;

STOCHASTIC MODELS;

EID: 74149087797     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mcm.2009.11.016     Document Type: Article

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