Parameter Estimation of Autoregressive-Exogenous and Autoregressive Models Subject to Missing Data Using Expectation Maximization

Missing observations may present several problems for statistical analyses on datasets if they are not accounted for. This paper concerns a model-based missing data analysis procedure to estimate the parameters of regression models fit to datasets with missing observations. Both autoregressive-exoge...

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Bibliographic Details
Main Authors: Matthew Horner, Shamim N. Pakzad, Nur Sila Gulgec
Format: Article
Language:English
Published: Frontiers Media S.A. 2019-09-01
Series:Frontiers in Built Environment
Subjects:
Online Access:https://www.frontiersin.org/article/10.3389/fbuil.2019.00109/full