论文信息 - Parameter estimation for auto-regressive systems with missing observations—Part II

Parameter estimation for auto-regressive systems with missing observations—Part II

This paper examines the problem of parameter estimation for auto-regressive (AR) models with missing observations. The pattern for the missing observations is arbitrary. Various method are proposed and simulation results are presented.

D. N. P. Murthy | P. B. McGIFFIN | D. Murthy | P. McGIFFIN

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