Resampling for order estimation of autoregressive models with missing data
Article, Ajoutée
le 02/03/2017 13:24
In this artticle, we consider the order estimation of autoregressive modelswith incomplete data using expectation maximization(EM) algorithm based information criteria.The criteria take the form of a penalization of the conditionnal expectation of th [...]
DJIBRIL MOUSSA FREEDATH LAYE [2], EL MATOUAT ABDELAZIZ [1], HAMZAOUI HASSANIA [3],