Jones, Richard H. Maximum likelihood fitting of ARMA models to time series with missing observations. (English) Zbl 0451.62069 Technometrics 22, 389-395 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 2 ReviewsCited in 65 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62M09 Non-Markovian processes: estimation 62F10 Point estimation 60G15 Gaussian processes Keywords:maximum likelihood fitting of ARMA models; time series; missing observations; state space; Akaike information criterion; covariance function; spectral density PDF BibTeX XML Cite \textit{R. H. Jones}, Technometrics 22, 389--395 (1980; Zbl 0451.62069) Full Text: DOI