FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2986172034> ?p ?o ?g. }

• W2986172034 abstract "The autoregressive (AR) model is a widely used model to represent the time series data from numerous applications, for example, financial time series, DNA microarray data, etc. In all such applications, issues with missing values frequently occur in the data observation or recording process. Traditionally, the parameter estimation for AR models of order p (AR(p)), from data with missing values has been considered under the Gaussian innovation assumption, and there does not exist any work addressing the issue of missing data for the heavy-tailed AR(p) model. This paper proposes an efficient framework for the parameter estimation from incomplete heavy-tailed AR(p) time series based on the stochastic approximation expectation maximization (SAEM) coupled with a Markov Chain Monte Carlo (MCMC) procedure. The proposed algorithm is computationally cheap and easy to implement. Simulation results demonstrate the efficacy of the proposed framework." @default.
• W2986172034 created "2019-11-22" @default.
• W2986172034 creator A5039527428 @default.
• W2986172034 creator A5051310867 @default.
• W2986172034 creator A5054606088 @default.
• W2986172034 date "2019-09-01" @default.
• W2986172034 modified "2023-10-01" @default.
• W2986172034 title "Parameter Estimation of Heavy-Tailed AR(p) Model from Incomplete Data" @default.
• W2986172034 cites W1486650488 @default.
• W2986172034 cites W1517682131 @default.
• W2986172034 cites W1596437242 @default.
• W2986172034 cites W1939766099 @default.
• W2986172034 cites W2033280533 @default.
• W2986172034 cites W2044758663 @default.
• W2986172034 cites W2049633694 @default.
• W2986172034 cites W2055742299 @default.
• W2986172034 cites W2063663311 @default.
• W2986172034 cites W2063698062 @default.
• W2986172034 cites W2077974654 @default.
• W2986172034 cites W2079732597 @default.
• W2986172034 cites W2084833562 @default.
• W2986172034 cites W2085336722 @default.
• W2986172034 cites W2090207548 @default.
• W2986172034 cites W2096740036 @default.
• W2986172034 cites W2947626232 @default.
• W2986172034 doi "https://doi.org/10.23919/eusipco.2019.8902599" @default.
• W2986172034 hasPublicationYear "2019" @default.
• W2986172034 type Work @default.
• W2986172034 sameAs 2986172034 @default.
• W2986172034 citedByCount "2" @default.
• W2986172034 countsByYear W29861720342020 @default.
• W2986172034 countsByYear W29861720342021 @default.
• W2986172034 crossrefType "proceedings-article" @default.
• W2986172034 hasAuthorship W2986172034A5039527428 @default.
• W2986172034 hasAuthorship W2986172034A5051310867 @default.
• W2986172034 hasAuthorship W2986172034A5054606088 @default.
• W2986172034 hasConcept C105795698 @default.
• W2986172034 hasConcept C107673813 @default.
• W2986172034 hasConcept C111350023 @default.
• W2986172034 hasConcept C11413529 @default.
• W2986172034 hasConcept C119857082 @default.
• W2986172034 hasConcept C124101348 @default.
• W2986172034 hasConcept C143724316 @default.
• W2986172034 hasConcept C151406439 @default.
• W2986172034 hasConcept C151730666 @default.
• W2986172034 hasConcept C154945302 @default.
• W2986172034 hasConcept C159877910 @default.
• W2986172034 hasConcept C167928553 @default.
• W2986172034 hasConcept C182081679 @default.
• W2986172034 hasConcept C33923547 @default.
• W2986172034 hasConcept C41008148 @default.
• W2986172034 hasConcept C49781872 @default.
• W2986172034 hasConcept C67186912 @default.
• W2986172034 hasConcept C77088390 @default.
• W2986172034 hasConcept C86803240 @default.
• W2986172034 hasConcept C9357733 @default.
• W2986172034 hasConcept C98763669 @default.
• W2986172034 hasConceptScore W2986172034C105795698 @default.
• W2986172034 hasConceptScore W2986172034C107673813 @default.
• W2986172034 hasConceptScore W2986172034C111350023 @default.
• W2986172034 hasConceptScore W2986172034C11413529 @default.
• W2986172034 hasConceptScore W2986172034C119857082 @default.
• W2986172034 hasConceptScore W2986172034C124101348 @default.
• W2986172034 hasConceptScore W2986172034C143724316 @default.
• W2986172034 hasConceptScore W2986172034C151406439 @default.
• W2986172034 hasConceptScore W2986172034C151730666 @default.
• W2986172034 hasConceptScore W2986172034C154945302 @default.
• W2986172034 hasConceptScore W2986172034C159877910 @default.
• W2986172034 hasConceptScore W2986172034C167928553 @default.
• W2986172034 hasConceptScore W2986172034C182081679 @default.
• W2986172034 hasConceptScore W2986172034C33923547 @default.
• W2986172034 hasConceptScore W2986172034C41008148 @default.
• W2986172034 hasConceptScore W2986172034C49781872 @default.
• W2986172034 hasConceptScore W2986172034C67186912 @default.
• W2986172034 hasConceptScore W2986172034C77088390 @default.
• W2986172034 hasConceptScore W2986172034C86803240 @default.
• W2986172034 hasConceptScore W2986172034C9357733 @default.
• W2986172034 hasConceptScore W2986172034C98763669 @default.
• W2986172034 hasLocation W29861720341 @default.
• W2986172034 hasOpenAccess W2986172034 @default.
• W2986172034 hasPrimaryLocation W29861720341 @default.
• W2986172034 hasRelatedWork W1839094326 @default.
• W2986172034 hasRelatedWork W1857729084 @default.
• W2986172034 hasRelatedWork W2045834395 @default.
• W2986172034 hasRelatedWork W2067568600 @default.
• W2986172034 hasRelatedWork W2078051489 @default.
• W2986172034 hasRelatedWork W2118425068 @default.
• W2986172034 hasRelatedWork W2489290893 @default.
• W2986172034 hasRelatedWork W2801370732 @default.
• W2986172034 hasRelatedWork W2888809737 @default.
• W2986172034 hasRelatedWork W2950173047 @default.
• W2986172034 hasRelatedWork W2965376662 @default.
• W2986172034 hasRelatedWork W2986931787 @default.
• W2986172034 hasRelatedWork W3036689336 @default.
• W2986172034 hasRelatedWork W3094510431 @default.
• W2986172034 hasRelatedWork W3104263461 @default.
• W2986172034 hasRelatedWork W3111095922 @default.
• W2986172034 hasRelatedWork W3126079419 @default.
• W2986172034 hasRelatedWork W3127182897 @default.
• W2986172034 hasRelatedWork W3129137960 @default.

• next