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Estimation of the parameters of a multidimensional autoregression model with missing measurements

  • Mathematical Data Processing of Physical Experimental
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Abstract

Estimates are obtained for the parameters of a multidimensional autoregression model with randomly missing measurements, and the asymptotic properties of the estimates are investigated.

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Authors
  1. F. F. Idrisov
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Additional information

Branch of the Tomsk Pedagogical Institute, Anzhero-Sudzhensk. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 2, pp. 43–54, February, 1994.

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Idrisov, F.F. Estimation of the parameters of a multidimensional autoregression model with missing measurements. Russ Phys J 37, 143–153 (1994). https://doi.org/10.1007/BF00559060

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  • DOI: https://doi.org/10.1007/BF00559060

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