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Nonparametric autocovariance estimation from censored time series by Gaussian imputation
One of the most frequently used methods to model the autocovariance function of a second-order stationary time series is to use the parametric framework of autoregressive and moving average models developed by Box and Jenkins. However, such parametric models, though very flexible, may not always be...
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| Autors principals: | , , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
2009
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| Matèries: | |
| Accés en línia: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2804993/ https://ncbi.nlm.nih.gov/pubmed/20072705 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/10485250802570964 |
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