Approximated Characteristics of Bivariate Discrete Time Series with Missing Data

Modeling correlated Missing Data

Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process

First Order Autoregression: Least-Squares Estimator and Moments of the Noncircular Serial Correlation Coefficient

On the Extended Finite Fourier Transform of a Firmly Fixed Continuously Time Series with Missing Data

Unit Root Test of Bounded AR (2) without Constant Model in Case Dependent Errors

Using the Stochastic EM Algorithm for the Normal Random-Effects Model in Longitudinal Data with Intermittent Missing Values

Random Coefficient Non-Gaussian First Order Autoregressive Model

A Selection model for longitudinal data with non-ignorable non-monotone missing Values

Maximum Likelihood and Method of Moments in Cointegration