Duals of random vectors and processes with applications to prediction problems with missing values

DOI10.1016/J.SPL.2009.04.005zbMath1456.62226arXiv0708.3895OpenAlexW2082891297MaRDI QIDQ923870

Yukio Kasahara, Akihiko Inoue, Mohsen Pourahmadi

Publication date: 24 July 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.3895

zbMATH Keywords

missing valuesprediction problems

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25) Missing data (62D10)

Related Items (7)

Optimal linear interpolation of multiple missing values ⋮ Some prediction problems for stationary random fields with quarter-plane past ⋮ The Variance Profile ⋮ Filtering of multidimensional stationary sequences with missing observations ⋮ Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain ⋮ Interpolation of stationary sequences observed with a noise ⋮ Prediction of stationary Gaussian random fields with incomplete quarterplane past

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