×

zbMATH — the first resource for mathematics

A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times. (English) Zbl 0502.62073

MSC:
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09 Non-Markovian processes: estimation
60F05 Central limit and other weak theorems
PDF BibTeX XML Cite
Full Text: DOI
References:
[1] Brown, B.M., Martingale central limit theorems, Ann. math. statist., 42, 59-66, (1971) · Zbl 0218.60048
[2] Dunsmuir, W., Estimation for stationary time series when data are irregularly spaced or missing, () · Zbl 0482.62081
[3] Dunsmuir, W.; Hannan, E.J., Vector linear time series models, Adv. appl. probab., 8, 339-364, (1976) · Zbl 0327.62055
[4] Hannan, E.J., Multiple time series, (1970), Wiley New York · Zbl 0211.49804
[5] Jones, R.H., Maximum likelihood Fitting of ARMA models to time series with missing observations, Technometrics, 22, 389-395, (1980) · Zbl 0451.62069
[6] Robinson, P.M., Estimation of a time series model from unequally spaced data, Stochastic process. appl., 6, 9-24, (1977) · Zbl 0363.62071
[7] Tan, S.-B., Maximum likelihood estimation in autoregressive processes with missing data, Ph.D. thesis, (1979), University of Pittsburg
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.