Recursive estimation for some biostatistical time series
This paper is concerned with estimation methods for linear as well as non-linear non-Gaussian biostatistical time series models with censored observations. Recursive formulae are obtained by combining the information associated with the estimating functions. As an illustration, for an autoregressive model of order one with censored observations, recursive estimates are computed and compared with the MLE obtained in Zeger and Brookmeyer (see [1]).