On Parameter Estimation of Stationary Gaussian Time Series Observed Under Right Censoring
I. A. Badziahin · Digital Library of the Belarusian State University (Belarusian State University) · 2016
Stationary Gaussian time series observed under right censoring are considered.Statistical estimators of the model parameters are constructed by using the method of moments for special auxiliary time series.Consistency of constructed estimators is proved under some additional general conditions.