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ESTIMATION OF AR(1) MODELS WITH MISSING VALUES
Journal article

ESTIMATION OF AR(1) MODELS WITH MISSING VALUES

Sayed Mesheal El-Sayed, Ahmed Amin El-Sheikh and Mahmoud Mohamed Abdelwahab
Advances and applications in statistics, Vol.49(6), pp.485-492
01/12/2016
DOI: https://doi.org/10.17654/AS049060485

Abstract

Mathematics Physical Sciences Science & Technology Statistics & Probability
In this article, a new form of the estimates for the first order auto-regressive model AR(1) with (without) constant term in case of missing values is derived. In addition, the properties of the estimates, linearity, unbiasedness and the BLUE are discussed.

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