Optimal ARMA parameter estimation based on the sample covariances for data with missing observations

Y Rosen, B Porat - IEEE Transactions on Information Theory, 1989 - ieeexplore.ieee.org
… of stationary processes with missing observations. We present a class of estimators based
on the sample covariances, and propose an asymptotically optimal estimator in this class. The …

Parametric estimators for stationary time series with missing observations

W Dunsmuir, PM Robinson - Advances in Applied Probability, 1981 - cambridge.org
… handle the estimation of 0 when some of the X(n) are not observed. (… -parametric estimates
of the autocovariances and spectrum of X(n). We propose to use them in parameter estimation

Efficient Non‐Parametric Estimation of the Spectral Density in the Presence of Missing Observations

S Efromovich - Journal of Time Series Analysis, 2014 - Wiley Online Library
… -parametric regression estimator supported by the software of the book. Note that the …
estimator is robust to possible missing observations. Then we apply the spectral density estimator

Parameter estimation of cyclostationary AM time series with application to missing observations

GB Giannakis, G Zhou - IEEE transactions on signal processing, 1994 - ieeexplore.ieee.org
… is (almost) periodic, parameter estimation algorithms are developed based on second- and
higher order cumulants of the resulting cyclostationary observations, which may be corrupted …

System parameter estimation with input/output noisy data and missing measurements

JM Chen, BS Chen - IEEE Transactions on Signal Processing, 2000 - ieeexplore.ieee.org
… of estimation methods for system output signal with missingparameter estimation problem
under missing observations … on the assumption that the observed system input/output data are …

DPER: direct parameter estimation for randomly missing data

T Nguyen, KM Nguyen-Duy, DHM Nguyen… - Knowledge-Based …, 2022 - Elsevier
… Therefore, we suggest estimating the parameter by pairs of … is missing randomly rather
than monotonously. Therefore, to surpass this challenge, we propose estimating the parameters

Least‐squares parameter estimation for systems with irregularly missing data

F Ding, J Ding - International Journal of Adaptive Control and …, 2010 - Wiley Online Library
… to estimate the parameters of missing data systems, and establish convergence properties
for the parameter and missing output estimation in … in the case of missing observations. IEEE …

Missing observations in the dynamic regression model

FC Palm, TE Nijman - Econometrica: journal of the Econometric Society, 1984 - JSTOR
… for the missing observations and we briefly discuss ways to obtain ML estimates. Our general
… and present some results on the effect on parameter estimates in large samples of using …

Characterizing the estimation of parameters in incomplete-data problems

DB Rubin - Journal of the American Statistical Association, 1974 - Taylor & Francis
… of estimating the parameters of a multivariate data set which contains blocks of missing
observations. … estimation problem into smaller estimation problems by factoring the likelihood of …

Nonlinear system identification under missing observations: The case of unknown model structure

RB Gopaluni - Journal of Process Control, 2010 - Elsevier
… The complexity of the parameter estimation problem considered in this article arises due to
unknown nonlinearities, and presence of unmeasured latent variables. If the latent variables …