A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data

Fuente: arXiv

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Bibliographic Details
Main Authors:	Pumi, Guilherme, Prass, Taiane Schaedler, Verdum, Douglas Krauthein
Format:	Preprint
Published:	2026
Subjects:	Methodology Statistics Theory 62M10, 62F12, 62E20, 62G20, 60G15
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2601.01259