Asymptotic distribution of parameter estimators for nonconsecutively observed time series

Gregory C. Reinsel, Michael A. Wincek

Type: Article

Publication Date: 1987-01-01

Citations: 18

DOI: https://doi.org/10.1093/biomet/74.1.115

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Biometrika - View

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+	Estimation of a time series model from unequally spaced data	1977	Peter M. Robinson
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+ PDF Chat	Martingale Central Limit Theorems	1971	B. M. Brown
+	An Exact Maximum Likelihood Estimation Procedure for Regression-<i>ARMA</i> Time Series Models with Possibly Nonconsecutive Data	1986	Michael A. Wincek Gregory C. Reinsel
+	Large Sample Properties of Estimation in Time Series Observed at Unequally Spaced Times	1984	William T. M. Dunsmuir
+	ESTIMATION FOR STATIONARY TIME SERIES WHEN DATA ARE IRREGULARLY SPACED OR MISSING**Research supported by the National Science Foundation grant number NSF MCS78–01108.	1981	William T. M. Dunsmuir