缺失数据下AR(p)模型的估计方法

Estimation Method of AR(p) Model with One Date or Two Continuous Data Missed

TIAN Ping¹, DONG Xianfeng², WANG Dehui², HU ANG Xiaowei²

1. College of Business, Jilin University, Changchun 130012; 2. College of Mathematics, Jilin University, Changchun 130012

Received:2002-09-04 Revised:1900-01-01 Online:2003-04-26 Published:2003-04-26
Contact: TIAN Ping

Abstract

CLC Number:

O212.1

TIAN Ping, DONG Xianfeng, WANG Dehui, HU ANG Xiaowei. Estimation Method of AR(p) Model with One Date or Two Continuous Data Missed[J].J4, 2003, 41(02): 127-133.

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Estimation Method of AR(p) Model with One Date or Two Continuous Data Missed

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