Inferential Precision in Single-Case Time-Series Data Streams: How Well Does the EM Procedure Perform When Missing Observations Occur in Autocorrelated Data?

. Author manuscript; available in PMC: 2013 May 23.

Published in final edited form as: Behav Ther. 2011 Nov 6;43(3):679–685. doi: 10.1016/j.beth.2011.10.001

ε_i	ρε_{i − 1}+e_i
ρ	autocorrelation
α	step size
e_i	indicates each is independently identically standard normally distributed: N(0,1)
n₁	Baseline phase length
n	data stream length
i	time