摘要
研究在缺失数据条件下,零均值AR(p)模型的估计方法.应用EM算法,给出了一个数据和连续两个数据缺失时的具体计算步骤.
The present paper deals with the estimation problem for zero mean value AR(p) model with one date or two continuous data missed. The paper is based on the EM algorithm. By using the iterative method, we have obtained the estimated values of parameters.
出处
《吉林大学学报（理学版）》
CAS
CSCD
北大核心
2003年第2期127-133,共7页
Journal of Jilin University:Science Edition
基金
吉林大学青年基金.
