Kernel estimation and interpolation for time series containing missing observations

DOI10.1007/BF02481979zbMath0573.62089MaRDI QIDQ1062717

Peter M. Robinson

Publication date: 1984

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02481979

zbMATH Keywords

kernel estimators; central limit theorem; missing observations; strong mixing; stationary time series; Consistency; moment conditions; best predictor; interpolator; least squares predictor; conditional expectation estimator; strictly stationary and ergodic process

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

Related Items

Some automated methods of smoothing time-dependent data, Asymptotic properties of local polynomial regression with missing data and correlated errors, A consistent nonparametric test for serial independence, Estimation of second-order properties from jittered time series, ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM

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