×

zbMATH — the first resource for mathematics

Estimation of time series models in the presence of missing data. (English) Zbl 0471.62089

MSC:
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15 Inference from stochastic processes and spectral analysis
65C99 Probabilistic methods, stochastic differential equations
PDF BibTeX XML Cite
Full Text: DOI