TIME SERIES ANALYSIS FOR RIGHT CENSORED DATA
右删失数据下的时间序列数据分析

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.