Dunsmuir, W.; Robinson, P. M. Parametric estimators for stationary time series with missing observations. (English) Zbl 0461.62075 Adv. Appl. Probab. 13, 129-146 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 8 Documents MSC: 62M15 Inference from stochastic processes and spectral analysis 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62F12 Asymptotic properties of parametric estimators Keywords:parametric estimators; stationary time series; spectral density; strong consistency; asymptotic normality; asymptotic efficiency; ARMA models; missing observations PDF BibTeX XML Cite \textit{W. Dunsmuir} and \textit{P. M. Robinson}, Adv. Appl. Probab. 13, 129--146 (1981; Zbl 0461.62075) Full Text: DOI