A recursive approach for estimating missing observations in an univariate time series (Q4337253): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610929608831824
+Normal rank
@@ Property / OpenAlex ID @@
+W1971175034
@@ Property / OpenAlex ID: W1971175034 / rank @@
+Normal rank
@@ Property / cites work @@
+A nonlinear time series model and estimation of missing observations
+Normal rank
@@ Property / cites work @@
+Exact likelihood of vector autoregressive-moving average process with missing or aggregated data
+Normal rank
@@ Property / cites work @@
+Estimation of the interpolation error variance and an index of linear determinism
+Normal rank
@@ Property / cites work @@
+Signal extraction from nonstationary time series
@@ Property / cites work: Signal extraction from nonstationary time series / rank @@
+Normal rank
@@ Property / cites work @@
+Q4137964
@@ Property / cites work: Q4137964 / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation, control, and the discrete Kalman filter
+Normal rank
@@ Property / cites work @@
+Estimation, Prediction, and Interpolation for Nonstationary Series with the Kalman Filter
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
+Normal rank
@@ Property / cites work @@
+Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data
+Normal rank
@@ Property / cites work @@
+A Note on the Estimation of Missing Values in Time Series
+Normal rank
@@ Property / cites work @@
+AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
+Normal rank