Censored time series analysis with autoregressive moving average models
نویسندگان
چکیده
منابع مشابه
Censored Time Series Analysis with Autoregressive Moving Average Models
Time series measurements are often observed with data irregularities, such as censoring due to a detection limit. Practitioners commonly disregard censored data cases which often result into biased estimates. We present an attractive remedy for handling autocorrelated censored data based on a class of autoregressive and moving average (ARMA) models. In particular, we introduce an imputation met...
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Time series models are often constructed by combining nonstationary effects such as trends with stochastic processes that are believed to be stationary. Although stationarity of the underlying process is typically crucial to ensure desirable properties or even validity of statistical estimators, there are numerous time series models for which this stationarity is not yet proven. A major barrier...
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ژورنال
عنوان ژورنال: Canadian Journal of Statistics
سال: 2007
ISSN: 0319-5724,1708-945X
DOI: 10.1002/cjs.5550350113