مرکز منطقه ای اطلاع رساني علوم و فناوري - Data analysis using regression models with missing observations and longmemory: an application study

Title of article :

Data analysis using regression models with missing observations and longmemory: an application study

Author/Authors :

Pilar Iglesias، نويسنده , , Hector Jorquera، نويسنده , , Wilfredo Palma، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

2028

To page :

2043

Keywords :

ARFIMA model , Kalman filter , long memory processes , parameter estimation , Bayesian estimation , Regression model

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2006

Journal title :

Computational Statistics and Data Analysis

Record number :

308045

Link To Document :