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My bibliography Save this articleThe estimation of dynamic models with missing observations
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- Sargan, J D & Drettakis, E G, 1974. "Missing Data in an Autoregressive Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 39-58, February.
- G. Gardner & A. C. Harvey & G. D. A. Phillips, 1980. "An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive–Moving Average Models by Means of Kaiman Filtering," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(3), pages 311-322, November.
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- Ito, Nobuyasu, 1993. "Non-equilibrium relaxation and interface energy of the Ising model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 196(4), pages 591-614.
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