Bojinov, Iavor I., Natesh S. Pillai, and Donald B. Rubin. "Diagnosing Missing Always at Random in Multivariate Data." Biometrika 107, no. 1 (March 2020): 246–253.
This paper is concerned with the problem of identifiability of the parameters of a high frequency multivariate autoregressive model from mixed frequency time series data. We demonstrate ...
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