%0 Journal Article
%T TIME SERIES ANALYSIS FOR RIGHT CENSORED DATA<br>右删失数据下的时间序列数据分析
%A He Shuyuan
%A Li Rui
%A Shen Junshan
%A <br>何书元
%A 李睿
%A 沈俊山
%J 系统科学与数学
%D 2007
%I 
%X When stationary time series {Xn} is censored by another stationary time series {Yn}, estimation of covariance and correlation coefficients of {Xn} is studied in this paper. When {Xn} is AR(p) process, parameter estimation and one-step prediction are given and shown to be strongly consistent. Simulation results show that the method works well.
%K Stationary process
%K right censorship
%K EM algorithm
%K prediction<br>平稳序列
%K 右删失
%K EM算法
%K 预测
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=6CA75B60D43A229B&yid=A732AF04DDA03BB3&vid=DB817633AA4F79B9&iid=CA4FD0336C81A37A&sid=A04140E723CB732E&eid=96C778EE049EE47D&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=0&reference_num=4