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

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Revision as of 16:23, 5 March 2024

scientific article; zbMATH DE number 1010856
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English
A recursive approach for estimating missing observations in an univariate time series
scientific article; zbMATH DE number 1010856

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    A recursive approach for estimating missing observations in an univariate time series (English)
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    19 May 1997
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    ARIMA models
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    minimum-mean-square error
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    missing observations
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    recursive linear estimation
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